+133.4%
ORCL vs ASTS
+230.9%
-97.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.1% | -6.2% | +0.3% |
| 7D | -11.2% | -21.1% | +9.9% | -9.6% |
| 30D | -18.8% | -46.7% | +27.9% | -15.2% |
| 3M | -18.8% | -52.0% | +33.2% | -14.7% |
| 6M | -39.7% | -54.3% | +14.5% | -37.2% |
| YTD | -39.6% | -55.5% | +15.8% | -37.5% |
| 1Y | -51.7% | -50.5% | -1.3% | -50.5% |
| 3Y | +10.2% | +706.2% | -696.0% | -0.3% |
| 5Y | +30.8% | +165.2% | -134.4% | +17.8% |
| All | +133.4% | +230.9% | -97.5% | +84.0% |
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