+653.1%
ASTS vs XRT
+52.2%
+600.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.8% | -12.4% | -11.4% |
| 7D | -29.9% | +2.3% | -32.2% | -32.5% |
| 30D | -52.2% | +9.8% | -61.9% | -58.7% |
| 3M | -55.8% | -0.2% | -55.7% | -56.4% |
| 6M | -52.7% | +8.4% | -61.1% | -59.2% |
| YTD | -58.4% | +7.5% | -65.9% | -63.7% |
| 1Y | -57.1% | +13.2% | -70.3% | -65.3% |
| All | +653.1% | +52.2% | +600.9% | +333.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling