-51.0%
ASTS vs OKE
+1.2%
-52.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.6% | -10.3% | -9.2% |
| 7D | -9.3% | -5.0% | -4.3% | -8.3% |
| 30D | -33.9% | -1.6% | -32.3% | -31.9% |
| 3M | -51.0% | -2.2% | -48.8% | -48.9% |
| All | -51.0% | +1.2% | -52.2% | -48.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling