+253.1%
ASTS vs XLC
+126.4%
+126.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.0% | -4.8% | -4.8% |
| 7D | +14.2% | +3.1% | +11.2% | +11.2% |
| 30D | -26.7% | -4.2% | -22.5% | -23.2% |
| 3M | -53.6% | -2.1% | -51.4% | -52.5% |
| 6M | -52.7% | -6.6% | -46.1% | -49.3% |
| YTD | -52.5% | -7.8% | -44.7% | -48.3% |
| 1Y | -46.5% | -4.1% | -42.4% | -43.7% |
| 3Y | +700.5% | +62.6% | +637.8% | +453.9% |
| 5Y | +168.5% | +39.6% | +128.9% | +88.5% |
| All | +253.1% | +126.4% | +126.8% | +138.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 10y: compounded portfolio wealth divided by compounded XLC 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…
10y analysis · Full analysis span regression · 6 months rolling