+174.0%
ASTS vs XLU
+49.0%
+125.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.4% | +7.4% | +7.3% |
| 7D | -21.1% | -0.7% | -20.4% | -20.8% |
| 30D | -46.7% | +4.8% | -51.5% | -48.4% |
| 3M | -52.0% | +0.2% | -52.2% | -52.2% |
| 6M | -54.3% | -4.3% | -49.9% | -53.3% |
| YTD | -55.5% | +3.1% | -58.6% | -57.0% |
| 1Y | -50.5% | +0.3% | -50.8% | -51.3% |
| 3Y | +706.2% | +52.9% | +653.3% | +514.5% |
| All | +174.0% | +49.0% | +125.0% | +131.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling