-51.0%
ASTS vs XLP
+22.3%
-73.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.2% | -8.8% | -8.5% |
| 7D | -9.3% | +2.3% | -11.7% | -6.6% |
| 30D | -33.9% | +9.1% | -43.0% | -26.0% |
| 3M | -51.0% | +7.9% | -58.9% | -45.9% |
| 6M | -55.1% | +9.6% | -64.7% | -48.7% |
| YTD | -53.6% | +19.4% | -73.1% | -40.7% |
| 1Y | -51.0% | +22.4% | -73.3% | -34.6% |
| All | -51.0% | +22.3% | -73.3% | -34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling