+653.1%
ASTS vs XLP
+43.9%
+609.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.8% | -14.5% | -15.3% |
| 7D | -29.9% | +3.5% | -33.4% | -29.6% |
| 30D | -52.2% | +11.6% | -63.7% | -52.2% |
| 3M | -55.8% | +7.6% | -63.5% | -55.8% |
| 6M | -52.7% | +10.0% | -62.7% | -53.1% |
| YTD | -58.4% | +19.7% | -78.2% | -61.4% |
| 1Y | -57.1% | +23.5% | -80.5% | -61.4% |
| All | +653.1% | +43.9% | +609.2% | +551.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling