+762.5%
ASTS vs XLI
+72.7%
+689.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.9% | -4.9% | -4.0% |
| 7D | +14.2% | +4.3% | +9.9% | +5.8% |
| 30D | -26.7% | +0.5% | -27.2% | -26.2% |
| 3M | -53.6% | -8.6% | -45.0% | -43.6% |
| 6M | -52.7% | -2.3% | -50.4% | -49.6% |
| YTD | -52.5% | +10.1% | -62.6% | -59.2% |
| 1Y | -46.5% | +11.0% | -57.5% | -53.9% |
| All | +762.5% | +72.7% | +689.8% | +341.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling