+230.9%
ASTS vs XYZ
+38.8%
+192.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.7% | +5.3% | +6.4% |
| 7D | -21.1% | +12.1% | -33.2% | -25.1% |
| 30D | -46.7% | +12.4% | -59.1% | -49.5% |
| 3M | -52.0% | +8.2% | -60.2% | -53.8% |
| 6M | -54.3% | +20.7% | -74.9% | -57.8% |
| YTD | -55.5% | +31.3% | -86.8% | -61.0% |
| 1Y | -50.5% | +20.5% | -71.0% | -55.3% |
| 3Y | +706.2% | +72.6% | +633.6% | +527.2% |
| 5Y | +165.2% | -64.0% | +229.2% | +184.5% |
| All | +230.9% | +38.8% | +192.1% | +249.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling