-57.1%
ASTS vs XLP
+23.5%
-80.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.8% | -14.5% | -16.1% |
| 7D | -29.9% | +3.5% | -33.4% | -26.7% |
| 30D | -52.2% | +11.6% | -63.7% | -45.5% |
| 3M | -55.8% | +7.6% | -63.5% | -51.6% |
| 6M | -52.7% | +10.0% | -62.7% | -46.3% |
| YTD | -58.4% | +19.7% | -78.2% | -49.6% |
| 1Y | -57.1% | +23.5% | -80.5% | -47.4% |
| All | -57.1% | +23.5% | -80.6% | -47.4% |
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