+79.6%
XOM vs ASTS
+649.4%
-569.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.5% | +6.0% | +0.5% |
| 7D | +2.8% | +0.8% | +2.0% | +2.8% |
| 30D | -3.6% | -22.6% | +19.0% | -3.6% |
| 3M | +8.2% | -54.4% | +62.7% | +8.3% |
| 6M | +14.0% | -56.4% | +70.5% | +13.9% |
| YTD | +44.6% | -55.1% | +99.7% | +44.2% |
| 1Y | +47.8% | -46.9% | +94.7% | +47.0% |
| 3Y | +79.6% | +715.0% | -635.4% | +78.5% |
| All | +79.6% | +649.4% | -569.9% | +78.5% |
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