+29.8%
ORCL vs ASTS
+138.7%
-109.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -15.2% | +8.3% | -5.6% |
| 7D | -17.5% | -29.9% | +12.4% | -14.9% |
| 30D | -20.2% | -52.2% | +32.0% | -15.2% |
| 3M | -19.9% | -55.8% | +35.9% | -14.5% |
| 6M | -37.4% | -52.7% | +15.3% | -34.5% |
| YTD | -40.1% | -58.4% | +18.3% | -37.3% |
| 1Y | -53.4% | -57.1% | +3.7% | -51.5% |
| 3Y | +10.4% | +629.5% | -619.1% | -3.5% |
| 5Y | +29.8% | +147.7% | -118.0% | +10.6% |
| All | +29.8% | +138.7% | -109.0% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling