+55.0%
XOM vs ASTS
+1,473.5%
-1,418.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.7% |
| 7D | +1.8% | +7.3% | -5.6% | +1.7% |
| 30D | +5.9% | -8.9% | +14.7% | +5.9% |
| 3M | +5.6% | -41.9% | +47.5% | +5.8% |
| 6M | +7.9% | -40.6% | +48.5% | +8.0% |
| YTD | +35.2% | -14.2% | +49.4% | +34.8% |
| 1Y | +46.0% | +48.9% | -2.9% | +44.8% |
| All | +55.0% | +1,473.5% | -1,418.5% | +55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling