+174.0%
ASTS vs XME
+110.8%
+63.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.4% | +3.7% | +3.4% |
| 7D | -21.1% | -4.5% | -16.6% | -16.4% |
| 30D | -46.7% | -10.9% | -35.8% | -38.9% |
| 3M | -52.0% | -15.3% | -36.7% | -41.5% |
| 6M | -54.3% | -24.6% | -29.6% | -35.5% |
| YTD | -55.5% | -9.6% | -45.9% | -45.4% |
| 1Y | -50.5% | +2.9% | -53.4% | -45.2% |
| 3Y | +706.2% | +86.9% | +619.3% | +457.8% |
| All | +174.0% | +110.8% | +63.2% | +65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling