+193.6%
XLE vs ASTS
+537.8%
-344.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | +2.2% | +7.3% | -5.1% | +2.0% |
| 30D | +11.8% | -8.9% | +20.7% | +11.9% |
| 3M | +9.8% | -41.9% | +51.7% | +10.9% |
| 6M | +15.6% | -40.6% | +56.2% | +16.2% |
| YTD | +45.3% | -14.2% | +59.5% | +44.0% |
| 1Y | +48.3% | +48.9% | -0.5% | +44.1% |
| 3Y | +55.4% | +1,461.7% | -1,406.2% | +37.3% |
| 5Y | +216.1% | +404.1% | -188.0% | +185.6% |
| All | +193.6% | +537.8% | -344.2% | +133.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 ASTS 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