+148.2%
CVX vs ASTS
+230.9%
-82.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.1% | -7.2% | -0.3% |
| 7D | -9.7% | -21.1% | +11.4% | -9.4% |
| 30D | +3.6% | -46.7% | +50.3% | +4.6% |
| 3M | +13.3% | -52.0% | +65.3% | +14.5% |
| 6M | +16.9% | -54.3% | +71.1% | +17.6% |
| YTD | +43.4% | -55.5% | +98.9% | +43.6% |
| 1Y | +44.5% | -50.5% | +95.0% | +44.0% |
| 3Y | +64.0% | +706.2% | -642.3% | +48.4% |
| 5Y | +126.4% | +165.2% | -38.8% | +108.1% |
| All | +148.2% | +230.9% | -82.7% | +92.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling