+706.2%
ASTS vs XLB
+39.6%
+666.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.7% | +7.8% | +8.2% |
| 7D | -21.1% | -1.5% | -19.6% | -19.5% |
| 30D | -46.7% | +6.1% | -52.8% | -51.7% |
| 3M | -52.0% | 0.0% | -52.0% | -52.1% |
| 6M | -54.3% | 0.0% | -54.2% | -54.7% |
| YTD | -55.5% | +16.0% | -71.5% | -65.1% |
| 1Y | -50.5% | +24.7% | -75.2% | -65.2% |
| 3Y | +706.2% | +40.4% | +665.9% | +426.8% |
| All | +706.2% | +39.6% | +666.6% | +426.8% |
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