+156.7%
CVX vs ASTS
+233.7%
-77.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.5% | +7.1% | +1.7% |
| 7D | +3.4% | +0.8% | +2.6% | +3.4% |
| 30D | -1.0% | -22.6% | +21.7% | -0.6% |
| 3M | +12.2% | -54.4% | +66.6% | +13.5% |
| 6M | +20.3% | -56.4% | +76.8% | +21.2% |
| YTD | +48.3% | -55.1% | +103.4% | +48.4% |
| 1Y | +46.9% | -46.9% | +93.8% | +46.1% |
| 3Y | +73.1% | +715.0% | -641.9% | +56.6% |
| 5Y | +135.2% | +153.7% | -18.5% | +116.4% |
| All | +156.7% | +233.7% | -77.0% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 ASTS 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