+244.8%
ASTS vs ORLY
+206.2%
+38.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.4% | -8.2% | -8.7% |
| 7D | -9.3% | -0.7% | -8.6% | -9.3% |
| 30D | -33.9% | +3.4% | -37.3% | -34.1% |
| 3M | -51.0% | -3.1% | -47.9% | -51.0% |
| 6M | -55.1% | -3.8% | -51.3% | -55.0% |
| YTD | -53.6% | -2.0% | -51.6% | -53.6% |
| 1Y | -51.0% | -8.9% | -42.1% | -50.8% |
| 3Y | +681.7% | +36.0% | +645.7% | +636.0% |
| 5Y | +182.4% | +106.9% | +75.5% | +145.4% |
| All | +244.8% | +206.2% | +38.7% | +190.4% |
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