+253.1%
ASTS vs OXY
+62.5%
+190.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.0% | -7.8% | -6.0% |
| 7D | +14.2% | +3.6% | +10.6% | +13.7% |
| 30D | -26.7% | -5.3% | -21.4% | -26.2% |
| 3M | -53.6% | +0.2% | -53.8% | -53.7% |
| 6M | -52.7% | +4.7% | -57.5% | -53.2% |
| YTD | -52.5% | +44.0% | -96.5% | -55.1% |
| 1Y | -46.5% | +42.1% | -88.6% | -49.4% |
| 3Y | +700.5% | +1.2% | +699.3% | +680.7% |
| 5Y | +168.5% | +95.7% | +72.8% | +153.2% |
| All | +253.1% | +62.5% | +190.6% | +233.0% |
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