+233.7%
ASTS vs OKE
+103.2%
+130.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.0% | -6.5% | -5.7% |
| 7D | +0.8% | +5.4% | -4.5% | -0.2% |
| 30D | -22.6% | -1.3% | -21.3% | -22.4% |
| 3M | -54.4% | -2.0% | -52.4% | -54.3% |
| 6M | -56.4% | +3.4% | -59.8% | -57.0% |
| YTD | -55.1% | +28.2% | -83.3% | -57.8% |
| 1Y | -46.9% | +35.7% | -82.6% | -50.7% |
| 3Y | +715.0% | +61.0% | +654.0% | +644.7% |
| 5Y | +153.7% | +85.8% | +67.9% | +127.7% |
| All | +233.7% | +103.2% | +130.4% | +193.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded OKE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling