-28.0%
ORCL vs ASTS
+37.2%
-65.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.0% |
| 7D | +5.3% | +7.3% | -2.1% | +4.0% |
| 30D | +10.0% | -8.9% | +18.8% | +11.3% |
| 3M | -32.6% | -41.9% | +9.3% | -28.3% |
| 6M | +4.9% | -40.6% | +45.5% | +8.0% |
| YTD | -17.8% | -14.2% | -3.5% | -23.0% |
| 1Y | -28.0% | +48.9% | -76.8% | -37.5% |
| All | -28.0% | +37.2% | -65.2% | -37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling