+537.8%
ASTS vs XLP
+65.2%
+472.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | +7.3% | -1.0% | +8.4% | +7.7% |
| 30D | -8.9% | -0.9% | -8.0% | -8.7% |
| 3M | -41.9% | +3.8% | -45.7% | -43.4% |
| 6M | -40.6% | -1.7% | -38.9% | -40.6% |
| YTD | -14.2% | +10.3% | -24.5% | -19.1% |
| 1Y | +48.9% | +7.8% | +41.1% | +41.3% |
| 3Y | +1,461.7% | +27.2% | +1,434.5% | +1,275.9% |
| 5Y | +404.1% | +32.5% | +371.6% | +345.6% |
| All | +537.8% | +65.2% | +472.5% | +446.3% |
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