-52.0%
ASTS vs XEL
+3.0%
-55.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.9% | +7.9% | +6.8% |
| 7D | -21.1% | -0.2% | -20.9% | -21.0% |
| 30D | -46.7% | +10.0% | -56.7% | -47.6% |
| 3M | -52.0% | +4.3% | -56.3% | -52.2% |
| All | -52.0% | +3.0% | -55.0% | -52.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling