-53.4%
ORCL vs ASTS
-56.7%
+3.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -15.2% | +8.3% | -4.2% |
| 7D | -17.5% | -29.9% | +12.4% | -12.1% |
| 30D | -20.2% | -52.2% | +32.0% | -9.8% |
| 3M | -19.9% | -55.8% | +35.9% | -8.9% |
| 6M | -37.4% | -52.7% | +15.3% | -32.9% |
| YTD | -40.1% | -58.4% | +18.3% | -37.3% |
| 1Y | -53.4% | -57.1% | +3.7% | -53.1% |
| All | -53.4% | -56.7% | +3.3% | -53.1% |
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 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