+537.8%
ASTS vs XYL
+48.1%
+489.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +1.4% |
| 7D | +7.3% | -5.0% | +12.4% | +10.5% |
| 30D | -8.9% | -13.2% | +4.3% | -1.3% |
| 3M | -41.9% | -3.7% | -38.2% | -41.8% |
| 6M | -40.6% | -17.7% | -22.9% | -34.1% |
| YTD | -14.2% | -21.5% | +7.3% | -2.4% |
| 1Y | +48.9% | -24.5% | +73.3% | +74.4% |
| 3Y | +1,461.7% | +6.9% | +1,454.7% | +1,448.7% |
| 5Y | +404.1% | -18.1% | +422.2% | +399.5% |
| All | +537.8% | +48.1% | +489.6% | +512.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling