+214.9%
XOM vs ASTS
+576.8%
-361.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.1% | -5.4% | +0.7% |
| 7D | -2.4% | +18.5% | -20.9% | -2.6% |
| 30D | +5.7% | -8.1% | +13.7% | +5.7% |
| 3M | +6.6% | -28.2% | +34.7% | +6.9% |
| 6M | +7.7% | -26.1% | +33.8% | +7.6% |
| YTD | +36.2% | -9.0% | +45.1% | +35.2% |
| 1Y | +50.5% | +62.2% | -11.7% | +47.2% |
| 3Y | +53.4% | +1,621.9% | -1,568.5% | +39.4% |
| 5Y | +254.2% | +457.0% | -202.8% | +230.0% |
| All | +214.9% | +576.8% | -361.9% | +154.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling