+576.8%
ASTS vs OXY
+68.0%
+508.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.0% | +5.1% | +6.0% |
| 7D | +18.5% | -0.5% | +19.0% | +18.6% |
| 30D | -8.1% | +8.5% | -16.6% | -9.0% |
| 3M | -28.2% | +6.0% | -34.2% | -28.9% |
| 6M | -26.1% | +13.0% | -39.1% | -27.8% |
| YTD | -9.0% | +48.9% | -57.8% | -14.2% |
| 1Y | +62.2% | +36.4% | +25.8% | +54.1% |
| 3Y | +1,621.9% | -2.3% | +1,624.2% | +1,586.4% |
| 5Y | +457.0% | +160.6% | +296.4% | +418.8% |
| All | +576.8% | +68.0% | +508.8% | +536.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 OXY 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