+209.1%
ASTS vs XLP
+79.4%
+129.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.8% | -14.5% | -15.0% |
| 7D | -29.9% | +3.5% | -33.4% | -30.6% |
| 30D | -52.2% | +11.6% | -63.7% | -53.9% |
| 3M | -55.8% | +7.6% | -63.5% | -57.0% |
| 6M | -52.7% | +10.0% | -62.7% | -54.7% |
| YTD | -58.4% | +19.7% | -78.2% | -61.9% |
| 1Y | -57.1% | +23.5% | -80.5% | -61.4% |
| 3Y | +629.5% | +44.0% | +585.5% | +514.1% |
| 5Y | +147.7% | +42.7% | +105.1% | +113.0% |
| All | +209.1% | +79.4% | +129.7% | +157.3% |
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