+537.8%
ASTS vs XLB
+105.2%
+432.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.6% |
| 7D | +7.3% | -1.4% | +8.7% | +8.7% |
| 30D | -8.9% | -0.4% | -8.5% | -8.4% |
| 3M | -41.9% | +2.0% | -43.9% | -43.1% |
| 6M | -40.6% | +1.8% | -42.4% | -41.2% |
| YTD | -14.2% | +16.6% | -30.8% | -23.3% |
| 1Y | +48.9% | +16.9% | +31.9% | +33.5% |
| 3Y | +1,461.7% | +32.6% | +1,429.1% | +1,218.6% |
| 5Y | +404.1% | +35.6% | +368.5% | +321.9% |
| All | +537.8% | +105.2% | +432.6% | +418.1% |
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