+230.9%
ASTS vs SLB
+79.3%
+151.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.6% | +6.5% | +7.0% |
| 7D | -21.1% | -7.1% | -14.0% | -19.9% |
| 30D | -46.7% | +4.1% | -50.8% | -47.0% |
| 3M | -52.0% | -2.6% | -49.4% | -51.8% |
| 6M | -54.3% | -8.6% | -45.7% | -53.6% |
| YTD | -55.5% | +32.2% | -87.7% | -57.4% |
| 1Y | -50.5% | +40.7% | -91.1% | -52.9% |
| 3Y | +706.2% | -4.5% | +710.8% | +690.7% |
| 5Y | +165.2% | +66.4% | +98.9% | +147.8% |
| All | +230.9% | +79.3% | +151.6% | +206.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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