+143.5%
CVX vs ASTS
+537.8%
-394.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | +3.3% | +7.3% | -4.0% | +3.2% |
| 30D | +12.9% | -8.9% | +21.8% | +13.0% |
| 3M | +11.7% | -41.9% | +53.6% | +12.6% |
| 6M | +14.1% | -40.6% | +54.7% | +14.6% |
| YTD | +40.7% | -14.2% | +54.9% | +39.5% |
| 1Y | +37.5% | +48.9% | -11.4% | +34.0% |
| 3Y | +43.9% | +1,461.7% | -1,417.7% | +28.7% |
| 5Y | +161.5% | +404.1% | -242.7% | +138.0% |
| All | +143.5% | +537.8% | -394.3% | +86.8% |
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