+233.7%
ASTS vs XLC
+128.7%
+104.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.1% | -6.6% | -6.5% |
| 7D | +0.8% | +3.7% | -2.9% | -2.5% |
| 30D | -22.6% | -1.9% | -20.7% | -21.0% |
| 3M | -54.4% | -3.1% | -51.3% | -52.9% |
| 6M | -56.4% | -6.4% | -50.1% | -53.5% |
| YTD | -55.1% | -6.8% | -48.3% | -51.7% |
| 1Y | -46.9% | -1.7% | -45.2% | -45.5% |
| 3Y | +715.0% | +64.7% | +650.3% | +456.7% |
| 5Y | +153.7% | +41.1% | +112.6% | +76.2% |
| All | +233.7% | +128.7% | +104.9% | +123.2% |
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