+230.9%
ASTS vs XLP
+77.1%
+153.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.3% | +8.3% | +7.4% |
| 7D | -21.1% | +0.7% | -21.8% | -21.3% |
| 30D | -46.7% | +10.3% | -57.0% | -48.5% |
| 3M | -52.0% | +6.5% | -58.5% | -53.2% |
| 6M | -54.3% | +8.4% | -62.6% | -56.0% |
| YTD | -55.5% | +18.2% | -73.7% | -59.1% |
| 1Y | -50.5% | +22.4% | -72.9% | -55.4% |
| 3Y | +706.2% | +41.9% | +664.3% | +581.5% |
| 5Y | +165.2% | +40.9% | +124.4% | +128.8% |
| All | +230.9% | +77.1% | +153.8% | +176.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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