+512.7%
ASTS vs XLY
+97.2%
+415.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -1.0% |
| 7D | -3.9% | -1.7% | -2.2% | -2.1% |
| 30D | -19.4% | -4.2% | -15.3% | -15.8% |
| 3M | -38.6% | -2.7% | -36.0% | -36.8% |
| 6M | -32.1% | -0.6% | -31.5% | -30.9% |
| YTD | -17.6% | -5.0% | -12.6% | -11.9% |
| 1Y | +56.0% | -4.1% | +60.1% | +66.2% |
| 3Y | +1,438.8% | +33.6% | +1,405.2% | +1,149.0% |
| 5Y | +412.9% | +28.7% | +384.2% | +328.9% |
| All | +512.7% | +97.2% | +415.5% | +386.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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