+431.2%
ASTS vs XRT
-1.0%
+432.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -1.0% |
| 7D | +7.3% | +0.8% | +6.5% | +6.3% |
| 30D | -8.9% | -4.2% | -4.7% | -4.1% |
| 3M | -41.9% | +5.1% | -47.0% | -46.6% |
| 6M | -40.6% | +2.4% | -43.0% | -42.8% |
| YTD | -14.2% | +3.2% | -17.4% | -18.3% |
| 1Y | +48.9% | +1.5% | +47.3% | +45.3% |
| 3Y | +1,461.7% | +40.6% | +1,421.1% | +974.6% |
| All | +431.2% | -1.0% | +432.2% | +462.2% |
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