+233.7%
ASTS vs XEL
+59.3%
+174.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.6% | -5.5% |
| 7D | +0.8% | +2.4% | -1.6% | +0.7% |
| 30D | -22.6% | +8.3% | -30.9% | -23.0% |
| 3M | -54.4% | +4.2% | -58.6% | -54.5% |
| 6M | -56.4% | +3.7% | -60.1% | -56.6% |
| YTD | -55.1% | +13.1% | -68.2% | -55.5% |
| 1Y | -46.9% | +5.0% | -51.9% | -47.2% |
| 3Y | +715.0% | +55.0% | +660.0% | +693.8% |
| 5Y | +153.7% | +51.8% | +101.9% | +150.3% |
| All | +233.7% | +59.3% | +174.4% | +228.7% |
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