+209.1%
ASTS vs XLB
+105.7%
+103.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.9% | -12.3% | -12.8% |
| 7D | -29.9% | -0.4% | -29.5% | -29.7% |
| 30D | -52.2% | +5.2% | -57.4% | -54.2% |
| 3M | -55.8% | -0.1% | -55.7% | -55.7% |
| 6M | -52.7% | +2.4% | -55.1% | -53.6% |
| YTD | -58.4% | +16.9% | -75.3% | -62.9% |
| 1Y | -57.1% | +25.0% | -82.1% | -63.5% |
| 3Y | +629.5% | +40.7% | +588.8% | +493.3% |
| 5Y | +147.7% | +31.6% | +116.1% | +107.6% |
| All | +209.1% | +105.7% | +103.4% | +150.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling