+274.8%
ASTS vs OKE
+99.7%
+175.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.9% | +7.8% | +8.5% |
| 7D | +2.8% | -0.5% | +3.3% | +3.0% |
| 30D | -28.8% | -3.1% | -25.7% | -28.4% |
| 3M | -48.9% | -2.6% | -46.3% | -48.6% |
| 6M | -55.6% | +2.8% | -58.4% | -56.2% |
| YTD | -49.6% | +25.9% | -75.5% | -52.5% |
| 1Y | -46.1% | +34.0% | -80.0% | -49.8% |
| 3Y | +749.7% | +58.9% | +690.7% | +678.6% |
| 5Y | +193.2% | +81.8% | +111.4% | +164.1% |
| All | +274.8% | +99.7% | +175.2% | +231.4% |
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