+274.8%
ASTS vs XLI
+141.3%
+133.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.3% | +7.4% | +7.4% |
| 7D | +2.8% | +0.9% | +1.9% | +2.9% |
| 30D | -28.8% | +1.1% | -29.9% | -28.9% |
| 3M | -48.9% | -7.7% | -41.2% | -44.4% |
| 6M | -55.6% | -1.8% | -53.8% | -54.1% |
| YTD | -49.6% | +11.1% | -60.7% | -52.4% |
| 1Y | -46.1% | +12.1% | -58.2% | -48.9% |
| 3Y | +749.7% | +73.8% | +675.8% | +519.6% |
| 5Y | +193.2% | +73.8% | +119.4% | +112.4% |
| All | +274.8% | +141.3% | +133.5% | +163.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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