+264.6%
ASTS vs XLP
+80.8%
+183.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.4% | -7.5% | -5.0% |
| 7D | -15.8% | +5.9% | -21.7% | -17.3% |
| 30D | -39.0% | +13.5% | -52.5% | -41.6% |
| 3M | -49.3% | +8.4% | -57.7% | -50.8% |
| 6M | -47.9% | +11.5% | -59.5% | -50.4% |
| YTD | -51.0% | +20.6% | -71.6% | -55.2% |
| 1Y | -49.2% | +24.3% | -73.5% | -54.4% |
| 3Y | +760.4% | +45.1% | +715.3% | +622.6% |
| 5Y | +185.6% | +44.6% | +141.0% | +144.9% |
| All | +264.6% | +80.8% | +183.8% | +202.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling