+244.8%
ASTS vs XLP
+79.0%
+165.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.2% | -8.8% | -8.7% |
| 7D | -9.3% | +2.3% | -11.7% | -9.9% |
| 30D | -33.9% | +9.1% | -43.0% | -35.9% |
| 3M | -51.0% | +7.9% | -58.9% | -52.4% |
| 6M | -55.1% | +9.6% | -64.7% | -57.0% |
| YTD | -53.6% | +19.4% | -73.1% | -57.5% |
| 1Y | -51.0% | +22.4% | -73.3% | -55.7% |
| 3Y | +681.7% | +43.2% | +638.5% | +559.3% |
| 5Y | +182.4% | +42.6% | +139.8% | +142.9% |
| All | +244.8% | +79.0% | +165.8% | +187.2% |
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