+233.7%
ASTS vs ORLY
+215.8%
+17.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.7% | -6.2% | -5.5% |
| 7D | +0.8% | +2.6% | -1.7% | +0.7% |
| 30D | -22.6% | +6.3% | -29.0% | -22.9% |
| 3M | -54.4% | -0.4% | -54.0% | -54.4% |
| 6M | -56.4% | +2.8% | -59.2% | -56.5% |
| YTD | -55.1% | +1.1% | -56.2% | -55.2% |
| 1Y | -46.9% | -6.3% | -40.7% | -46.8% |
| 3Y | +715.0% | +38.9% | +676.1% | +667.8% |
| 5Y | +153.7% | +113.1% | +40.6% | +120.1% |
| All | +233.7% | +215.8% | +17.9% | +180.6% |
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