+222.8%
XOM vs ASTS
+277.6%
-54.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +14.1% | -14.8% | -0.9% |
| 7D | -8.3% | +1.5% | -9.9% | -8.4% |
| 30D | -2.5% | -27.6% | +25.1% | -2.2% |
| 3M | +8.3% | -48.7% | +57.1% | +9.1% |
| 6M | +15.5% | -50.8% | +66.3% | +15.9% |
| YTD | +39.6% | -49.2% | +88.8% | +39.5% |
| 1Y | +44.6% | -46.7% | +91.3% | +44.1% |
| 3Y | +76.6% | +793.2% | -716.7% | +62.2% |
| 5Y | +195.8% | +195.6% | +0.2% | +178.2% |
| All | +222.8% | +277.6% | -54.8% | +162.1% |
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 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