+230.9%
ASTS vs USO
+62.0%
+168.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.1% | +6.9% | +7.1% |
| 7D | -21.1% | -12.1% | -9.0% | -21.1% |
| 30D | -46.7% | +3.1% | -49.8% | -46.6% |
| 3M | -52.0% | +24.9% | -76.9% | -52.0% |
| 6M | -54.3% | +10.8% | -65.1% | -54.2% |
| YTD | -55.5% | +114.6% | -170.1% | -57.0% |
| 1Y | -50.5% | +109.4% | -159.9% | -52.1% |
| 3Y | +706.2% | +98.1% | +608.1% | +676.4% |
| 5Y | +165.2% | +162.4% | +2.8% | +150.2% |
| All | +230.9% | +62.0% | +168.9% | +218.2% |
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