+225.1%
XOM vs ASTS
+230.9%
-5.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.1% | -6.7% | +0.3% |
| 7D | -11.4% | -21.1% | +9.7% | -11.2% |
| 30D | +1.1% | -46.7% | +47.8% | +1.9% |
| 3M | +7.8% | -52.0% | +59.8% | +8.7% |
| 6M | +13.0% | -54.3% | +67.3% | +13.6% |
| YTD | +40.6% | -55.5% | +96.1% | +40.8% |
| 1Y | +49.1% | -50.5% | +99.5% | +48.7% |
| 3Y | +72.9% | +706.2% | -633.3% | +59.0% |
| 5Y | +204.0% | +165.2% | +38.8% | +186.1% |
| All | +225.1% | +230.9% | -5.8% | +164.4% |
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