+230.9%
ASTS vs XRT
+128.6%
+102.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.7% | +8.8% | +8.4% |
| 7D | -21.1% | +0.9% | -22.0% | -22.0% |
| 30D | -46.7% | +7.9% | -54.6% | -50.1% |
| 3M | -52.0% | -0.2% | -51.8% | -52.4% |
| 6M | -54.3% | +5.6% | -59.8% | -56.6% |
| YTD | -55.5% | +5.7% | -61.2% | -57.6% |
| 1Y | -50.5% | +14.6% | -65.1% | -55.6% |
| 3Y | +706.2% | +50.7% | +655.6% | +539.4% |
| 5Y | +165.2% | -4.8% | +170.1% | +142.5% |
| All | +230.9% | +128.6% | +102.3% | +194.1% |
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