+43.4%
XOM vs ASTS
-48.3%
+91.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +14.1% | -14.8% | -0.5% |
| 7D | -8.3% | +1.5% | -9.9% | -8.3% |
| 30D | -2.5% | -27.6% | +25.1% | -3.1% |
| 3M | +8.3% | -48.7% | +57.1% | +7.2% |
| 6M | +15.5% | -50.8% | +66.3% | +13.8% |
| YTD | +39.6% | -49.2% | +88.8% | +36.8% |
| All | +43.4% | -48.3% | +91.6% | +40.8% |
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