+538.9%
ASTS vs OKE
+114.6%
+424.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.7% | -3.9% | -5.3% |
| 7D | 0.0% | -0.2% | +0.2% | +0.1% |
| 30D | -9.2% | +6.1% | -15.3% | -10.2% |
| 3M | -29.6% | +10.4% | -40.1% | -31.5% |
| 6M | -30.5% | +14.2% | -44.6% | -32.9% |
| YTD | -14.1% | +35.3% | -49.4% | -20.0% |
| 1Y | +69.1% | +40.6% | +28.5% | +55.9% |
| 3Y | +1,525.5% | +72.2% | +1,453.3% | +1,367.3% |
| 5Y | +425.9% | +139.6% | +286.2% | +362.8% |
| All | +538.9% | +114.6% | +424.3% | +457.4% |
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