+244.8%
ASTS vs XLI
+138.1%
+106.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.1% | -8.6% | -8.6% |
| 7D | -9.3% | -1.5% | -7.8% | -7.2% |
| 30D | -33.9% | -0.3% | -33.6% | -33.1% |
| 3M | -51.0% | -8.4% | -42.7% | -46.3% |
| 6M | -55.1% | -2.1% | -53.0% | -53.4% |
| YTD | -53.6% | +9.6% | -63.3% | -55.7% |
| 1Y | -51.0% | +10.7% | -61.6% | -53.0% |
| 3Y | +681.7% | +71.6% | +610.1% | +476.7% |
| 5Y | +182.4% | +70.8% | +111.6% | +107.1% |
| All | +244.8% | +138.1% | +106.7% | +145.6% |
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