+253.1%
ASTS vs OKE
+101.2%
+151.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.8% | -6.6% | -5.9% |
| 7D | +14.2% | +3.0% | +11.2% | +13.6% |
| 30D | -26.7% | -3.8% | -22.9% | -26.1% |
| 3M | -53.6% | -2.8% | -50.7% | -53.3% |
| 6M | -52.7% | +2.8% | -55.5% | -53.3% |
| YTD | -52.5% | +26.9% | -79.4% | -55.3% |
| 1Y | -46.5% | +35.4% | -81.9% | -50.3% |
| 3Y | +700.5% | +60.1% | +640.3% | +632.4% |
| 5Y | +168.5% | +84.0% | +84.5% | +141.4% |
| All | +253.1% | +101.2% | +151.9% | +211.7% |
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