+160.4%
ASTS vs XRT
-4.8%
+165.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -5.9% | -6.0% |
| 7D | +0.8% | +1.7% | -0.9% | -0.8% |
| 30D | -22.6% | +7.5% | -30.1% | -30.0% |
| 3M | -54.4% | +2.2% | -56.6% | -56.2% |
| 6M | -56.4% | +14.7% | -71.1% | -64.2% |
| YTD | -55.1% | +7.5% | -62.6% | -59.8% |
| 1Y | -46.9% | +14.1% | -61.1% | -56.1% |
| 3Y | +715.0% | +58.8% | +656.2% | +377.1% |
| All | +160.4% | -4.8% | +165.2% | +165.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling