+274.8%
ASTS vs XYZ
+39.2%
+235.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.2% | +8.5% | +8.6% |
| 7D | +2.8% | -2.2% | +5.0% | +4.3% |
| 30D | -28.8% | +11.6% | -40.4% | -32.1% |
| 3M | -48.9% | +8.4% | -57.3% | -50.7% |
| 6M | -55.6% | +17.2% | -72.8% | -58.6% |
| YTD | -49.6% | +31.7% | -81.3% | -55.7% |
| 1Y | -46.1% | +30.1% | -76.1% | -52.5% |
| 3Y | +749.7% | +66.4% | +683.2% | +571.2% |
| 5Y | +193.2% | -62.2% | +255.4% | +213.0% |
| All | +274.8% | +39.2% | +235.6% | +296.6% |
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