+230.9%
ASTS vs XYL
+37.1%
+193.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.2% | +9.3% | +8.2% |
| 7D | -21.1% | +5.9% | -27.0% | -23.9% |
| 30D | -46.7% | -3.9% | -42.8% | -46.9% |
| 3M | -52.0% | -18.7% | -33.3% | -47.5% |
| 6M | -54.3% | -16.9% | -37.4% | -51.4% |
| YTD | -55.5% | -27.4% | -28.1% | -48.5% |
| 1Y | -50.5% | -34.0% | -16.5% | -39.3% |
| 3Y | +706.2% | +5.6% | +700.6% | +689.4% |
| 5Y | +165.2% | -20.6% | +185.8% | +166.0% |
| All | +230.9% | +37.1% | +193.8% | +223.2% |
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