+762.5%
ASTS vs XYZ
+61.5%
+701.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.0% | -1.8% | -3.7% |
| 7D | +14.2% | -2.1% | +16.4% | +16.1% |
| 30D | -26.7% | +7.0% | -33.7% | -29.4% |
| 3M | -53.6% | +5.1% | -58.7% | -55.0% |
| 6M | -52.7% | +14.1% | -66.8% | -56.3% |
| YTD | -52.5% | +26.4% | -78.9% | -59.1% |
| 1Y | -46.5% | +25.1% | -71.6% | -53.9% |
| All | +762.5% | +61.5% | +701.0% | +546.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling