+1,504.6%
ASTS vs XLY
+34.6%
+1,470.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.3% | -4.3% | -3.5% |
| 7D | 0.0% | -2.1% | +2.1% | +3.3% |
| 30D | -9.2% | -6.0% | -3.2% | -0.2% |
| 3M | -29.6% | -2.7% | -26.9% | -26.6% |
| 6M | -30.5% | -1.5% | -29.0% | -28.3% |
| YTD | -14.1% | -5.4% | -8.6% | -5.3% |
| 1Y | +69.1% | -3.8% | +72.9% | +82.1% |
| All | +1,504.6% | +34.6% | +1,470.0% | +969.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling