+277.6%
ASTS vs XLB
+108.1%
+169.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +1.9% | +12.2% | +12.5% |
| 7D | +1.5% | -1.4% | +2.9% | +3.0% |
| 30D | -27.6% | +7.1% | -34.7% | -31.6% |
| 3M | -48.7% | +0.6% | -49.3% | -48.9% |
| 6M | -50.8% | +3.5% | -54.3% | -52.3% |
| YTD | -49.2% | +18.2% | -67.4% | -55.1% |
| 1Y | -46.7% | +25.6% | -72.3% | -54.8% |
| 3Y | +793.2% | +46.7% | +746.6% | +608.0% |
| 5Y | +195.6% | +30.9% | +164.7% | +146.1% |
| All | +277.6% | +108.1% | +169.5% | +203.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling