+230.9%
ASTS vs XEL
+55.5%
+175.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.9% | +7.9% | +7.1% |
| 7D | -21.1% | -0.2% | -20.9% | -21.1% |
| 30D | -46.7% | +10.0% | -56.7% | -47.0% |
| 3M | -52.0% | +4.3% | -56.3% | -52.1% |
| 6M | -54.3% | +0.5% | -54.7% | -54.3% |
| YTD | -55.5% | +10.4% | -65.9% | -55.8% |
| 1Y | -50.5% | +2.0% | -52.5% | -50.6% |
| 3Y | +706.2% | +45.6% | +660.7% | +689.0% |
| 5Y | +165.2% | +46.6% | +118.6% | +161.9% |
| All | +230.9% | +55.5% | +175.4% | +226.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling