+233.7%
ASTS vs USO
+58.9%
+174.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.5% |
| 7D | +0.8% | -1.9% | +2.7% | +0.8% |
| 30D | -22.6% | -5.2% | -17.4% | -22.6% |
| 3M | -54.4% | +16.4% | -70.9% | -54.4% |
| 6M | -56.4% | +2.5% | -58.9% | -56.3% |
| YTD | -55.1% | +110.5% | -165.6% | -56.7% |
| 1Y | -46.9% | +108.4% | -155.4% | -48.7% |
| 3Y | +715.0% | +99.6% | +615.4% | +684.9% |
| 5Y | +153.7% | +160.1% | -6.4% | +139.2% |
| All | +233.7% | +58.9% | +174.7% | +220.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO 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 USO 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