+537.8%
ASTS vs XBI
+101.3%
+436.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.6% |
| 7D | +7.3% | +0.9% | +6.5% | +6.6% |
| 30D | -8.9% | +7.1% | -15.9% | -13.9% |
| 3M | -41.9% | +22.9% | -64.8% | -50.6% |
| 6M | -40.6% | +29.7% | -70.3% | -51.6% |
| YTD | -14.2% | +34.5% | -48.7% | -32.1% |
| 1Y | +48.9% | +76.1% | -27.2% | -3.3% |
| 3Y | +1,461.7% | +103.2% | +1,358.5% | +860.2% |
| 5Y | +404.1% | +22.8% | +381.3% | +284.4% |
| All | +537.8% | +101.3% | +436.4% | +404.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling