+244.8%
ASTS vs XBI
+90.6%
+154.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.2% | -7.5% | -7.7% |
| 7D | -9.3% | +0.1% | -9.4% | -8.5% |
| 30D | -33.9% | +0.8% | -34.7% | -33.4% |
| 3M | -51.0% | -1.9% | -49.1% | -49.8% |
| 6M | -55.1% | +15.2% | -70.3% | -59.6% |
| YTD | -53.6% | +27.3% | -80.9% | -61.2% |
| 1Y | -51.0% | +41.5% | -92.4% | -62.0% |
| 3Y | +681.7% | +133.1% | +548.6% | +347.9% |
| 5Y | +182.4% | +23.7% | +158.7% | +122.9% |
| All | +244.8% | +90.6% | +154.3% | +188.2% |
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