+537.8%
ASTS vs XRT
+123.3%
+414.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.5% |
| 7D | +7.3% | +0.8% | +6.5% | +6.7% |
| 30D | -8.9% | -4.2% | -4.7% | -6.0% |
| 3M | -41.9% | +5.1% | -47.0% | -44.6% |
| 6M | -40.6% | +2.4% | -43.0% | -41.7% |
| YTD | -14.2% | +3.2% | -17.4% | -16.2% |
| 1Y | +48.9% | +1.5% | +47.3% | +47.8% |
| 3Y | +1,461.7% | +40.6% | +1,421.1% | +1,207.2% |
| 5Y | +404.1% | -1.0% | +405.1% | +369.2% |
| All | +537.8% | +123.3% | +414.5% | +481.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling