+212.5%
XOM vs ASTS
+537.8%
-325.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.7% |
| 7D | +1.8% | +7.3% | -5.6% | +1.6% |
| 30D | +5.9% | -8.9% | +14.7% | +5.9% |
| 3M | +5.6% | -41.9% | +47.5% | +6.2% |
| 6M | +7.9% | -40.6% | +48.5% | +8.2% |
| YTD | +35.2% | -14.2% | +49.4% | +34.3% |
| 1Y | +46.0% | +48.9% | -2.9% | +43.0% |
| 3Y | +55.0% | +1,461.7% | -1,406.6% | +41.2% |
| 5Y | +246.3% | +404.1% | -157.8% | +223.4% |
| All | +212.5% | +537.8% | -325.2% | +152.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling