+230.9%
ASTS vs XLI
+129.6%
+101.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.1% | +6.9% | +6.9% |
| 7D | -21.1% | -2.8% | -18.3% | -18.6% |
| 30D | -46.7% | -3.1% | -43.6% | -44.8% |
| 3M | -52.0% | -11.7% | -40.3% | -45.7% |
| 6M | -54.3% | -7.6% | -46.7% | -50.1% |
| YTD | -55.5% | +5.7% | -61.2% | -56.1% |
| 1Y | -50.5% | +7.8% | -58.3% | -51.4% |
| 3Y | +706.2% | +67.4% | +638.8% | +509.9% |
| 5Y | +165.2% | +64.8% | +100.4% | +100.8% |
| All | +230.9% | +129.6% | +101.3% | +143.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling