+706.2%
ASTS vs XME
+84.7%
+621.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.4% | +3.7% | +2.4% |
| 7D | -21.1% | -4.5% | -16.6% | -15.1% |
| 30D | -46.7% | -10.9% | -35.8% | -36.8% |
| 3M | -52.0% | -15.3% | -36.7% | -38.7% |
| 6M | -54.3% | -24.6% | -29.6% | -30.1% |
| YTD | -55.5% | -9.6% | -45.9% | -43.9% |
| 1Y | -50.5% | +2.9% | -53.4% | -45.3% |
| 3Y | +706.2% | +86.9% | +619.3% | +406.5% |
| All | +706.2% | +84.7% | +621.5% | +406.5% |
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