+274.8%
ASTS vs USO
+54.4%
+220.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | 0.0% | +8.7% | +8.7% |
| 7D | +2.8% | -2.7% | +5.5% | +2.8% |
| 30D | -28.8% | -6.3% | -22.5% | -28.8% |
| 3M | -48.9% | +10.9% | -59.7% | -48.9% |
| 6M | -55.6% | +2.0% | -57.7% | -55.6% |
| YTD | -49.6% | +104.6% | -154.1% | -51.3% |
| 1Y | -46.1% | +94.5% | -140.6% | -47.8% |
| 3Y | +749.7% | +97.1% | +652.6% | +718.2% |
| 5Y | +193.2% | +151.6% | +41.6% | +176.5% |
| All | +274.8% | +54.4% | +220.4% | +260.4% |
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