+185.0%
ASTS vs XYL
-22.8%
+207.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.8% | +10.5% | +10.1% |
| 7D | +2.8% | -5.9% | +8.7% | +7.9% |
| 30D | -28.8% | -7.3% | -21.5% | -27.4% |
| 3M | -48.9% | -22.5% | -26.4% | -38.8% |
| 6M | -55.6% | -14.4% | -41.2% | -53.0% |
| YTD | -49.6% | -29.4% | -20.2% | -35.4% |
| 1Y | -46.1% | -35.6% | -10.4% | -24.1% |
| 3Y | +749.7% | +0.3% | +749.4% | +684.3% |
| All | +185.0% | -22.8% | +207.8% | +179.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling