+174.0%
ASTS vs XLC
+34.6%
+139.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.4% | +6.6% | +6.4% |
| 7D | -21.1% | +4.9% | -26.0% | -26.5% |
| 30D | -46.7% | -5.8% | -40.9% | -41.9% |
| 3M | -52.0% | -5.4% | -46.6% | -48.3% |
| 6M | -54.3% | -10.2% | -44.1% | -47.1% |
| YTD | -55.5% | -10.2% | -45.3% | -48.3% |
| 1Y | -50.5% | -5.6% | -44.9% | -46.1% |
| 3Y | +706.2% | +61.0% | +645.2% | +339.2% |
| All | +174.0% | +34.6% | +139.4% | +98.7% |
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