+244.8%
ASTS vs XOP
+142.3%
+102.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.8% | -9.5% | -8.9% |
| 7D | -9.3% | -8.4% | -1.0% | -7.4% |
| 30D | -33.9% | -8.4% | -25.5% | -32.6% |
| 3M | -51.0% | +0.2% | -51.2% | -51.1% |
| 6M | -55.1% | +7.2% | -62.3% | -56.2% |
| YTD | -53.6% | +40.8% | -94.4% | -57.9% |
| 1Y | -51.0% | +36.3% | -87.2% | -55.1% |
| 3Y | +681.7% | +37.2% | +644.5% | +612.0% |
| 5Y | +182.4% | +86.6% | +95.8% | +150.0% |
| All | +244.8% | +142.3% | +102.5% | +208.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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