+209.1%
ASTS vs XRT
+132.6%
+76.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.8% | -12.4% | -13.1% |
| 7D | -29.9% | +2.3% | -32.2% | -31.3% |
| 30D | -52.2% | +9.8% | -61.9% | -55.7% |
| 3M | -55.8% | -0.2% | -55.7% | -56.1% |
| 6M | -52.7% | +8.4% | -61.1% | -56.0% |
| YTD | -58.4% | +7.5% | -65.9% | -60.9% |
| 1Y | -57.1% | +13.2% | -70.3% | -61.0% |
| 3Y | +629.5% | +52.0% | +577.5% | +474.4% |
| 5Y | +147.7% | -3.2% | +150.9% | +123.7% |
| All | +209.1% | +132.6% | +76.5% | +171.4% |
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