+1,539.7%
ASTS vs XLU
+51.2%
+1,488.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +7.3% | +0.8% | +6.5% | +6.8% |
| 30D | -8.9% | -1.3% | -7.5% | -8.3% |
| 3M | -41.9% | -1.3% | -40.6% | -42.2% |
| 6M | -40.6% | -7.6% | -33.0% | -38.0% |
| YTD | -14.2% | +2.3% | -16.5% | -17.0% |
| 1Y | +48.9% | +5.8% | +43.1% | +42.9% |
| All | +1,539.7% | +51.2% | +1,488.5% | +1,202.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling