+232.7%
XOM vs ASTS
+253.1%
-20.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.8% | +7.6% | +1.9% |
| 7D | +2.7% | +14.2% | -11.5% | +2.5% |
| 30D | -2.5% | -26.7% | +24.2% | -2.2% |
| 3M | +7.0% | -53.6% | +60.5% | +7.9% |
| 6M | +14.2% | -52.7% | +66.9% | +14.7% |
| YTD | +43.9% | -52.5% | +96.4% | +43.9% |
| 1Y | +47.9% | -46.5% | +94.4% | +47.3% |
| 3Y | +80.6% | +700.5% | -619.9% | +66.3% |
| 5Y | +212.8% | +168.5% | +44.3% | +194.7% |
| All | +232.7% | +253.1% | -20.4% | +170.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling