+537.8%
ASTS vs XME
+378.4%
+159.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +7.3% | -0.1% | +7.4% | +7.6% |
| 30D | -8.9% | +6.0% | -14.9% | -12.0% |
| 3M | -41.9% | -7.7% | -34.2% | -37.9% |
| 6M | -40.6% | +1.0% | -41.6% | -39.1% |
| YTD | -14.2% | +14.6% | -28.8% | -16.5% |
| 1Y | +48.9% | +46.0% | +2.9% | +30.5% |
| 3Y | +1,461.7% | +127.0% | +1,334.6% | +1,037.9% |
| 5Y | +404.1% | +175.8% | +228.3% | +252.9% |
| All | +537.8% | +378.4% | +159.3% | +328.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling