+537.8%
ASTS vs XLU
+65.1%
+472.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +7.3% | +0.8% | +6.5% | +7.1% |
| 30D | -8.9% | -1.3% | -7.5% | -8.6% |
| 3M | -41.9% | -1.3% | -40.6% | -42.0% |
| 6M | -40.6% | -7.6% | -33.0% | -39.4% |
| YTD | -14.2% | +2.3% | -16.5% | -15.2% |
| 1Y | +48.9% | +5.8% | +43.1% | +46.4% |
| 3Y | +1,461.7% | +50.5% | +1,411.1% | +1,314.1% |
| 5Y | +404.1% | +44.1% | +360.0% | +364.8% |
| All | +537.8% | +65.1% | +472.7% | +482.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling