+244.8%
ASTS vs XME
+289.9%
-45.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.0% | -6.7% | -7.2% |
| 7D | -9.3% | -0.2% | -9.1% | -8.3% |
| 30D | -33.9% | -9.2% | -24.7% | -28.3% |
| 3M | -51.0% | -17.8% | -33.2% | -42.8% |
| 6M | -55.1% | -20.0% | -35.1% | -45.7% |
| YTD | -53.6% | -6.6% | -47.0% | -47.2% |
| 1Y | -51.0% | +1.8% | -52.7% | -46.1% |
| 3Y | +681.7% | +98.7% | +582.9% | +548.9% |
| 5Y | +182.4% | +123.9% | +58.5% | +131.7% |
| All | +244.8% | +289.9% | -45.0% | +171.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling