+274.8%
ASTS vs ORLY
+210.1%
+64.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.3% | +7.4% | +8.6% |
| 7D | +2.8% | -1.9% | +4.8% | +2.9% |
| 30D | -28.8% | +4.5% | -33.3% | -29.0% |
| 3M | -48.9% | -2.2% | -46.7% | -48.8% |
| 6M | -55.6% | -0.9% | -54.8% | -55.7% |
| YTD | -49.6% | -0.7% | -48.8% | -49.6% |
| 1Y | -46.1% | -8.7% | -37.3% | -45.8% |
| 3Y | +749.7% | +37.7% | +711.9% | +699.6% |
| 5Y | +193.2% | +110.5% | +82.7% | +154.5% |
| All | +274.8% | +210.1% | +64.7% | +215.5% |
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