+537.8%
ASTS vs SLB
+106.6%
+431.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +7.3% | +0.8% | +6.5% | +7.3% |
| 30D | -8.9% | +15.8% | -24.7% | -11.2% |
| 3M | -41.9% | -0.3% | -41.6% | -42.0% |
| 6M | -40.6% | +21.3% | -61.9% | -42.6% |
| YTD | -14.2% | +52.3% | -66.5% | -19.9% |
| 1Y | +48.9% | +63.6% | -14.8% | +37.6% |
| 3Y | +1,461.7% | +3.8% | +1,457.9% | +1,399.5% |
| 5Y | +404.1% | +128.6% | +275.5% | +355.3% |
| All | +537.8% | +106.6% | +431.2% | +476.7% |
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