-49.2%
ASTS vs XLB
+29.8%
-79.0%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.5% | -6.6% | -7.6% |
| 7D | -15.8% | +3.9% | -19.7% | -21.1% |
| 30D | -39.0% | +8.9% | -47.9% | -47.0% |
| 3M | -49.3% | +4.1% | -53.5% | -52.6% |
| 6M | -47.9% | +7.3% | -55.3% | -54.6% |
| YTD | -51.0% | +20.4% | -71.3% | -68.9% |
| 1Y | -49.2% | +29.5% | -78.7% | -73.0% |
| All | -49.2% | +29.8% | -79.0% | -73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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