+537.8%
ASTS vs XLC
+135.0%
+402.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +1.5% |
| 7D | +7.3% | -0.8% | +8.2% | +8.3% |
| 30D | -8.9% | +1.0% | -9.9% | -10.1% |
| 3M | -41.9% | -0.7% | -41.2% | -41.7% |
| 6M | -40.6% | -5.1% | -35.5% | -37.3% |
| YTD | -14.2% | -4.3% | -9.9% | -10.5% |
| 1Y | +48.9% | -0.6% | +49.4% | +50.8% |
| 3Y | +1,461.7% | +72.7% | +1,389.0% | +917.1% |
| 5Y | +404.1% | +38.0% | +366.1% | +243.6% |
| All | +537.8% | +135.0% | +402.8% | +313.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling