-46.9%
ASTS vs XYL
-36.2%
-10.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.7% | -5.6% |
| 7D | +0.8% | -3.7% | +4.6% | +2.0% |
| 30D | -22.6% | -8.3% | -14.3% | -22.2% |
| 3M | -54.4% | -21.4% | -33.0% | -49.0% |
| 6M | -56.4% | -12.9% | -43.5% | -58.2% |
| YTD | -55.1% | -30.1% | -25.0% | -49.0% |
| 1Y | -46.9% | -35.2% | -11.8% | -22.3% |
| All | -46.9% | -36.2% | -10.7% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling