+576.8%
ASTS vs XLY
+99.0%
+477.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.8% | +6.9% | +7.0% |
| 7D | +18.5% | -0.5% | +19.0% | +19.1% |
| 30D | -8.1% | -4.9% | -3.2% | -3.2% |
| 3M | -28.2% | -1.0% | -27.2% | -27.3% |
| 6M | -26.1% | 0.0% | -26.1% | -25.3% |
| YTD | -9.0% | -4.2% | -4.8% | -3.7% |
| 1Y | +62.2% | -2.7% | +64.8% | +69.9% |
| 3Y | +1,621.9% | +38.4% | +1,583.4% | +1,252.1% |
| 5Y | +457.0% | +28.9% | +428.1% | +361.9% |
| All | +576.8% | +99.0% | +477.7% | +431.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling