+168.5%
ASTS vs XHB
+30.4%
+138.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.7% | -4.1% | -4.2% |
| 7D | +14.2% | -2.4% | +16.7% | +17.4% |
| 30D | -26.7% | +7.1% | -33.8% | -31.5% |
| 3M | -53.6% | -6.0% | -47.6% | -50.9% |
| 6M | -52.7% | +2.1% | -54.8% | -54.3% |
| YTD | -52.5% | -0.6% | -51.9% | -53.2% |
| 1Y | -46.5% | -3.3% | -43.2% | -46.0% |
| 3Y | +700.5% | +34.1% | +666.4% | +449.3% |
| 5Y | +168.5% | +28.6% | +139.9% | +74.4% |
| All | +168.5% | +30.4% | +138.1% | +74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling