+277.6%
ASTS vs XPO
+602.7%
-325.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +6.3% | +7.8% | +11.6% |
| 7D | +1.5% | -1.9% | +3.5% | +2.8% |
| 30D | -27.6% | +2.5% | -30.1% | -28.1% |
| 3M | -48.7% | -7.2% | -41.5% | -47.1% |
| 6M | -50.8% | -8.1% | -42.8% | -49.5% |
| YTD | -49.2% | +38.3% | -87.6% | -55.5% |
| 1Y | -46.7% | +33.6% | -80.3% | -52.6% |
| 3Y | +793.2% | +133.1% | +660.1% | +533.9% |
| 5Y | +195.6% | +308.9% | -113.3% | +59.1% |
| All | +277.6% | +602.7% | -325.1% | +99.0% |
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