+1,505.9%
ASTS vs XOP
+33.7%
+1,472.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.7% |
| 7D | +7.3% | +2.6% | +4.8% | +6.0% |
| 30D | -8.9% | +15.4% | -24.3% | -15.1% |
| 3M | -41.9% | +12.1% | -54.0% | -45.4% |
| 6M | -40.6% | +19.7% | -60.3% | -48.0% |
| YTD | -14.2% | +52.4% | -66.6% | -36.1% |
| 1Y | +48.9% | +47.6% | +1.3% | +12.9% |
| All | +1,505.9% | +33.7% | +1,472.2% | +1,116.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling