+576.8%
ASTS vs XPO
+610.3%
-33.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.6% | +7.7% | +6.7% |
| 7D | +18.5% | +2.7% | +15.8% | +17.2% |
| 30D | -8.1% | -6.2% | -1.9% | -5.6% |
| 3M | -28.2% | -15.4% | -12.8% | -23.8% |
| 6M | -26.1% | +0.7% | -26.8% | -26.8% |
| YTD | -9.0% | +39.8% | -48.8% | -20.6% |
| 1Y | +62.2% | +43.3% | +18.9% | +40.0% |
| 3Y | +1,621.9% | +166.0% | +1,455.8% | +1,062.8% |
| 5Y | +457.0% | +274.2% | +182.9% | +201.1% |
| All | +576.8% | +610.3% | -33.5% | +254.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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