+230.9%
ASTS vs XOP
+139.9%
+91.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.2% | +7.2% | +7.1% |
| 7D | -21.1% | -14.7% | -6.4% | -18.0% |
| 30D | -46.7% | -7.7% | -39.0% | -45.7% |
| 3M | -52.0% | +4.4% | -56.4% | -52.6% |
| 6M | -54.3% | +3.5% | -57.8% | -55.0% |
| YTD | -55.5% | +39.4% | -94.9% | -59.5% |
| 1Y | -50.5% | +39.8% | -90.3% | -54.9% |
| 3Y | +706.2% | +29.7% | +676.6% | +642.0% |
| 5Y | +165.2% | +78.6% | +86.6% | +135.8% |
| All | +230.9% | +139.9% | +91.0% | +196.3% |
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