+815.5%
ASTS vs XHB
+37.2%
+778.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.1% | +8.8% | +8.7% |
| 7D | +2.8% | -4.1% | +6.9% | +6.9% |
| 30D | -28.8% | +9.6% | -38.5% | -34.0% |
| 3M | -48.9% | -6.0% | -42.9% | -46.4% |
| 6M | -55.6% | +2.2% | -57.8% | -56.8% |
| YTD | -49.6% | +1.1% | -50.7% | -50.8% |
| 1Y | -46.1% | -1.7% | -44.3% | -46.2% |
| All | +815.5% | +37.2% | +778.3% | +705.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling