+52.6%
XOM vs ASTS
-47.5%
+100.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.1% | -0.5% | -4.7% |
| 7D | -7.0% | -15.8% | +8.8% | -7.3% |
| 30D | +3.2% | -39.0% | +42.3% | +2.3% |
| 3M | +10.7% | -49.3% | +60.0% | +9.4% |
| 6M | +11.6% | -47.9% | +59.5% | +9.9% |
| YTD | +43.5% | -51.0% | +94.4% | +40.5% |
| 1Y | +52.6% | -49.2% | +101.7% | +50.1% |
| All | +52.6% | -47.5% | +100.1% | +50.1% |
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