+277.6%
ASTS vs XEL
+56.5%
+221.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +0.6% | +13.5% | +14.1% |
| 7D | +1.5% | +1.1% | +0.5% | +1.5% |
| 30D | -27.6% | +8.7% | -36.3% | -28.0% |
| 3M | -48.7% | +3.5% | -52.2% | -48.8% |
| 6M | -50.8% | +2.6% | -53.4% | -51.0% |
| YTD | -49.2% | +11.1% | -60.3% | -49.6% |
| 1Y | -46.7% | +2.2% | -48.8% | -46.8% |
| 3Y | +793.2% | +51.1% | +742.1% | +771.5% |
| 5Y | +195.6% | +48.0% | +147.6% | +191.8% |
| All | +277.6% | +56.5% | +221.1% | +272.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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