+48.9%
ASTS vs XHB
-9.3%
+58.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.4% |
| 7D | +7.3% | -1.3% | +8.6% | +8.4% |
| 30D | -8.9% | -6.9% | -2.0% | -3.8% |
| 3M | -41.9% | -1.3% | -40.7% | -42.2% |
| 6M | -40.6% | -6.8% | -33.8% | -38.5% |
| YTD | -14.2% | +0.7% | -14.9% | -19.0% |
| 1Y | +48.9% | -11.2% | +60.1% | +59.2% |
| All | +48.9% | -9.3% | +58.1% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 1y: compounded portfolio wealth divided by compounded XHB 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…
1y analysis · Full analysis span regression · 6 months rolling