+537.8%
ASTS vs XHB
+138.7%
+399.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.3% |
| 7D | +7.3% | -1.3% | +8.6% | +8.2% |
| 30D | -8.9% | -6.9% | -2.0% | -4.8% |
| 3M | -41.9% | -1.3% | -40.7% | -41.8% |
| 6M | -40.6% | -6.8% | -33.8% | -38.1% |
| YTD | -14.2% | +0.7% | -14.9% | -14.9% |
| 1Y | +48.9% | -11.2% | +60.1% | +58.8% |
| 3Y | +1,461.7% | +25.3% | +1,436.3% | +1,287.7% |
| 5Y | +404.1% | +37.3% | +366.8% | +309.0% |
| All | +537.8% | +138.7% | +399.1% | +405.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling