+538.9%
ASTS vs XEL
+47.5%
+491.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.7% | -5.5% |
| 7D | 0.0% | +0.9% | -0.9% | 0.0% |
| 30D | -9.2% | -0.9% | -8.3% | -9.2% |
| 3M | -29.6% | -1.4% | -28.2% | -29.7% |
| 6M | -30.5% | -5.8% | -24.7% | -30.3% |
| YTD | -14.1% | +4.7% | -18.8% | -14.4% |
| 1Y | +69.1% | +9.1% | +60.1% | +68.0% |
| 3Y | +1,525.5% | +47.8% | +1,477.7% | +1,489.3% |
| 5Y | +425.9% | +29.0% | +396.9% | +419.6% |
| All | +538.9% | +47.5% | +491.4% | +532.3% |
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