-55.6%
ASTS vs ORLY
-1.9%
-53.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.3% | +7.4% | +9.1% |
| 7D | +2.8% | -1.9% | +4.8% | +2.0% |
| 30D | -28.8% | +4.5% | -33.3% | -28.0% |
| 3M | -48.9% | -2.2% | -46.7% | -48.8% |
| 6M | -55.6% | -0.9% | -54.8% | -56.0% |
| All | -55.6% | -1.9% | -53.7% | -56.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling