+653.1%
ASTS vs XLC
+59.8%
+593.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.6% | -14.6% | -14.3% |
| 7D | -29.9% | +3.1% | -33.0% | -33.3% |
| 30D | -52.2% | -6.5% | -45.6% | -46.7% |
| 3M | -55.8% | -5.6% | -50.3% | -52.0% |
| 6M | -52.7% | -9.2% | -43.5% | -45.4% |
| YTD | -58.4% | -10.6% | -47.9% | -50.8% |
| 1Y | -57.1% | -6.9% | -50.2% | -52.1% |
| All | +653.1% | +59.8% | +593.3% | +401.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling