+538.9%
ASTS vs XBI
+95.9%
+443.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.6% | -4.0% | -4.3% |
| 7D | 0.0% | -3.6% | +3.7% | +3.1% |
| 30D | -9.2% | +0.9% | -10.1% | -10.0% |
| 3M | -29.6% | +21.4% | -51.1% | -39.6% |
| 6M | -30.5% | +25.5% | -56.0% | -41.8% |
| YTD | -14.1% | +30.8% | -44.9% | -30.5% |
| 1Y | +69.1% | +68.6% | +0.5% | +13.8% |
| 3Y | +1,525.5% | +103.9% | +1,421.6% | +902.0% |
| 5Y | +425.9% | +20.8% | +405.1% | +308.9% |
| All | +538.9% | +95.9% | +443.0% | +416.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 10y: compounded portfolio wealth divided by compounded XBI 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…
10y analysis · Full analysis span regression · 6 months rolling