+146.1%
CVX vs ASTS
+277.6%
-131.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +14.1% | -15.0% | -1.1% |
| 7D | -7.5% | +1.5% | -9.0% | -7.5% |
| 30D | -0.6% | -27.6% | +27.1% | -0.1% |
| 3M | +14.0% | -48.7% | +62.7% | +15.1% |
| 6M | +18.1% | -50.8% | +69.0% | +18.8% |
| YTD | +42.2% | -49.2% | +91.4% | +42.0% |
| 1Y | +41.3% | -46.7% | +88.0% | +40.7% |
| 3Y | +68.3% | +793.2% | -724.9% | +52.2% |
| 5Y | +122.0% | +195.6% | -73.6% | +103.7% |
| All | +146.1% | +277.6% | -131.5% | +90.1% |
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