+576.8%
ASTS vs XYZ
+30.1%
+546.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -3.2% | +9.3% | +7.4% |
| 7D | +18.5% | +2.9% | +15.6% | +17.2% |
| 30D | -8.1% | +1.4% | -9.5% | -8.7% |
| 3M | -28.2% | +14.6% | -42.7% | -32.1% |
| 6M | -26.1% | +20.8% | -46.9% | -31.6% |
| YTD | -9.0% | +23.1% | -32.0% | -17.5% |
| 1Y | +62.2% | +5.6% | +56.5% | +56.0% |
| 3Y | +1,621.9% | +50.9% | +1,571.0% | +1,315.8% |
| 5Y | +457.0% | -68.6% | +525.6% | +523.2% |
| All | +576.8% | +30.1% | +546.7% | +638.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 10y: compounded portfolio wealth divided by compounded XYZ 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…
10y analysis · Full analysis span regression · 6 months rolling