+1,505.9%
ASTS vs XLB
+32.8%
+1,473.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.8% |
| 7D | +7.3% | -1.4% | +8.7% | +10.1% |
| 30D | -8.9% | -0.4% | -8.5% | -8.1% |
| 3M | -41.9% | +2.0% | -43.9% | -44.7% |
| 6M | -40.6% | +1.8% | -42.4% | -42.3% |
| YTD | -14.2% | +16.6% | -30.8% | -33.9% |
| 1Y | +48.9% | +16.9% | +31.9% | +14.8% |
| All | +1,505.9% | +32.8% | +1,473.2% | +798.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling