+793.2%
ASTS vs XRT
+58.4%
+734.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +3.7% | +10.4% | +9.0% |
| 7D | +1.5% | +2.5% | -0.9% | -1.9% |
| 30D | -27.6% | +10.3% | -38.0% | -37.7% |
| 3M | -48.7% | +2.4% | -51.1% | -51.1% |
| 6M | -50.8% | +10.0% | -60.8% | -58.5% |
| YTD | -49.2% | +9.5% | -58.8% | -56.7% |
| 1Y | -46.7% | +17.2% | -63.8% | -59.1% |
| 3Y | +793.2% | +62.0% | +731.2% | +366.7% |
| All | +793.2% | +58.4% | +734.8% | +366.7% |
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