+48.9%
ASTS vs XME
+46.4%
+2.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | 0.0% |
| 7D | +7.3% | -0.1% | +7.4% | +7.9% |
| 30D | -8.9% | +6.0% | -14.9% | -17.1% |
| 3M | -41.9% | -7.7% | -34.2% | -32.9% |
| 6M | -40.6% | +1.0% | -41.6% | -39.9% |
| YTD | -14.2% | +14.6% | -28.8% | -28.6% |
| 1Y | +48.9% | +46.0% | +2.9% | -21.0% |
| All | +48.9% | +46.4% | +2.5% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling