+538.9%
ASTS vs XLU
+64.6%
+474.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.2% | -4.4% | -5.3% |
| 7D | 0.0% | +0.6% | -0.6% | -0.1% |
| 30D | -9.2% | -0.4% | -8.8% | -9.1% |
| 3M | -29.6% | -1.7% | -27.9% | -29.5% |
| 6M | -30.5% | -7.1% | -23.3% | -29.1% |
| YTD | -14.1% | +1.9% | -16.0% | -14.9% |
| 1Y | +69.1% | +6.1% | +63.0% | +66.2% |
| 3Y | +1,525.5% | +48.8% | +1,476.8% | +1,376.2% |
| 5Y | +425.9% | +43.8% | +382.1% | +385.5% |
| All | +538.9% | +64.6% | +474.3% | +484.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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