-49.2%
ASTS vs XME
+5.2%
-54.4%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -2.4% |
| 7D | -15.8% | -5.5% | -10.3% | -7.6% |
| 30D | -39.0% | -11.1% | -27.9% | -25.8% |
| 3M | -49.3% | -11.1% | -38.2% | -38.8% |
| 6M | -47.9% | -18.0% | -29.9% | -26.4% |
| YTD | -51.0% | -7.4% | -43.6% | -47.5% |
| 1Y | -49.2% | +6.7% | -55.8% | -57.1% |
| All | -49.2% | +5.2% | -54.4% | -57.1% |
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