+32.7%
ORCL vs ASTS
+1,473.5%
-1,440.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.1% |
| 7D | +5.3% | +7.3% | -2.1% | +4.6% |
| 30D | +10.0% | -8.9% | +18.8% | +10.7% |
| 3M | -32.6% | -41.9% | +9.3% | -30.3% |
| 6M | +4.9% | -40.6% | +45.5% | +7.0% |
| YTD | -17.8% | -14.2% | -3.5% | -18.9% |
| 1Y | -28.0% | +48.9% | -76.8% | -31.7% |
| All | +32.7% | +1,473.5% | -1,440.8% | +18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling