+277.6%
ASTS vs XYZ
+43.8%
+233.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +3.6% | +10.5% | +12.7% |
| 7D | +1.5% | +14.9% | -13.4% | -4.3% |
| 30D | -27.6% | +14.7% | -42.3% | -31.7% |
| 3M | -48.7% | +12.1% | -60.8% | -51.3% |
| 6M | -50.8% | +18.3% | -69.2% | -54.4% |
| YTD | -49.2% | +36.1% | -85.3% | -56.0% |
| 1Y | -46.7% | +35.3% | -82.0% | -53.8% |
| 3Y | +793.2% | +73.5% | +719.7% | +593.8% |
| 5Y | +195.6% | -61.6% | +257.2% | +212.0% |
| All | +277.6% | +43.8% | +233.7% | +294.0% |
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