+513.2%
ASTS vs ORLY
+192.9%
+320.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.4% | -4.0% |
| 7D | -3.6% | -2.1% | -1.4% | -3.5% |
| 30D | -16.4% | -7.6% | -8.7% | -16.0% |
| 3M | -31.4% | -5.5% | -25.9% | -31.2% |
| 6M | -31.6% | -9.7% | -21.8% | -31.2% |
| YTD | -17.5% | -6.2% | -11.3% | -17.2% |
| 1Y | +59.4% | -18.6% | +78.1% | +61.2% |
| 3Y | +1,460.2% | +33.8% | +1,426.3% | +1,365.0% |
| 5Y | +413.4% | +116.5% | +296.8% | +343.1% |
| All | +513.2% | +192.9% | +320.3% | +418.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ORLY.
Daily Out/Under-Performance
Portfolio return minus ORLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ORLY 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 ORLY 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