+274.8%
ASTS vs XME
+292.4%
-17.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.7% | +8.0% | +8.2% |
| 7D | +2.8% | +1.5% | +1.3% | +2.8% |
| 30D | -28.8% | -7.3% | -21.6% | -23.9% |
| 3M | -48.9% | -17.4% | -31.4% | -40.5% |
| 6M | -55.6% | -21.8% | -33.8% | -45.7% |
| YTD | -49.6% | -6.0% | -43.6% | -42.8% |
| 1Y | -46.1% | +3.8% | -49.8% | -41.4% |
| 3Y | +749.7% | +100.0% | +649.6% | +602.3% |
| 5Y | +193.2% | +116.1% | +77.1% | +140.8% |
| All | +274.8% | +292.4% | -17.6% | +193.7% |
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