-46.3%
ASTS vs XLB
+24.8%
-71.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +1.9% | +12.2% | +11.2% |
| 7D | +1.5% | -1.4% | +2.9% | +4.1% |
| 30D | -27.6% | +7.1% | -34.7% | -35.0% |
| 3M | -48.7% | +0.6% | -49.3% | -49.1% |
| 6M | -50.8% | +3.5% | -54.3% | -54.0% |
| YTD | -49.2% | +18.2% | -67.4% | -66.2% |
| All | -46.3% | +24.8% | -71.1% | -67.3% |
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