+1,539.7%
ASTS vs USO
+81.7%
+1,458.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +7.3% | +9.5% | -2.1% | +7.6% |
| 30D | -8.9% | +23.6% | -32.4% | -8.4% |
| 3M | -41.9% | +3.8% | -45.7% | -41.5% |
| 6M | -40.6% | +55.0% | -95.6% | -44.6% |
| YTD | -14.2% | +105.3% | -119.5% | -24.3% |
| 1Y | +48.9% | +91.4% | -42.5% | +32.7% |
| All | +1,539.7% | +81.7% | +1,458.1% | +1,228.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling