+413.4%
ASTS vs XLY
+26.1%
+387.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.4% |
| 7D | -3.6% | -3.9% | +0.3% | +2.0% |
| 30D | -16.4% | -6.1% | -10.3% | -8.7% |
| 3M | -31.4% | -1.2% | -30.2% | -30.3% |
| 6M | -31.6% | -1.8% | -29.8% | -29.1% |
| YTD | -17.5% | -5.9% | -11.6% | -9.2% |
| 1Y | +59.4% | -3.1% | +62.5% | +69.5% |
| 3Y | +1,460.2% | +36.0% | +1,424.2% | +986.9% |
| 5Y | +413.4% | +27.6% | +385.8% | +274.7% |
| All | +413.4% | +26.1% | +387.2% | +274.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling