+1,505.9%
ASTS vs XME
+127.9%
+1,378.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -15.6% |
| 3M | -41.9% | -7.7% | -34.2% | -34.3% |
| 6M | -40.6% | +1.0% | -41.6% | -39.4% |
| YTD | -14.2% | +14.6% | -28.8% | -23.1% |
| 1Y | +48.9% | +46.0% | +2.9% | +4.1% |
| All | +1,505.9% | +127.9% | +1,378.0% | +581.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling