+537.8%
ASTS vs USO
+55.0%
+482.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +7.3% | +9.5% | -2.1% | +7.3% |
| 30D | -8.9% | +23.6% | -32.4% | -8.9% |
| 3M | -41.9% | +3.8% | -45.7% | -41.8% |
| 6M | -40.6% | +55.0% | -95.6% | -41.9% |
| YTD | -14.2% | +105.3% | -119.5% | -17.2% |
| 1Y | +48.9% | +91.4% | -42.5% | +44.0% |
| 3Y | +1,461.7% | +84.6% | +1,377.1% | +1,402.4% |
| 5Y | +404.1% | +191.7% | +212.4% | +372.3% |
| All | +537.8% | +55.0% | +482.8% | +512.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling