+195.6%
ASTS vs XLC
+38.9%
+156.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +2.5% | +11.7% | +10.6% |
| 7D | +1.5% | +7.1% | -5.5% | -7.8% |
| 30D | -27.6% | -2.7% | -24.9% | -24.5% |
| 3M | -48.7% | -3.2% | -45.5% | -46.4% |
| 6M | -50.8% | -7.7% | -43.2% | -45.1% |
| YTD | -49.2% | -8.0% | -41.2% | -42.9% |
| 1Y | -46.7% | -3.1% | -43.6% | -44.0% |
| 3Y | +793.2% | +64.9% | +728.3% | +371.7% |
| 5Y | +195.6% | +39.5% | +156.1% | +107.9% |
| All | +195.6% | +38.9% | +156.7% | +107.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling