+253.1%
ASTS vs XRT
+131.6%
+121.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.8% | -3.9% | -4.4% |
| 7D | +14.2% | -0.4% | +14.7% | +14.9% |
| 30D | -26.7% | +7.5% | -34.2% | -30.9% |
| 3M | -53.6% | +2.3% | -55.9% | -54.6% |
| 6M | -52.7% | +12.8% | -65.5% | -57.2% |
| YTD | -52.5% | +7.1% | -59.5% | -55.0% |
| 1Y | -46.5% | +12.3% | -58.8% | -51.1% |
| 3Y | +700.5% | +57.0% | +643.5% | +521.2% |
| 5Y | +168.5% | -4.3% | +172.8% | +144.0% |
| All | +253.1% | +131.6% | +121.5% | +211.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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