+706.2%
ASTS vs XYL
+5.2%
+701.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.2% | +9.3% | +8.4% |
| 7D | -21.1% | +5.9% | -27.0% | -24.6% |
| 30D | -46.7% | -3.9% | -42.8% | -47.3% |
| 3M | -52.0% | -18.7% | -33.3% | -45.2% |
| 6M | -54.3% | -16.9% | -37.4% | -50.3% |
| YTD | -55.5% | -27.4% | -28.1% | -44.5% |
| 1Y | -50.5% | -34.0% | -16.5% | -31.9% |
| 3Y | +706.2% | +5.6% | +700.6% | +934.1% |
| All | +706.2% | +5.2% | +701.0% | +934.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling