+185.6%
XLE vs ASTS
+277.6%
-92.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +14.1% | -13.6% | +0.2% |
| 7D | -7.9% | +1.5% | -9.4% | -8.0% |
| 30D | -4.8% | -27.6% | +22.8% | -4.2% |
| 3M | +8.4% | -48.7% | +57.1% | +9.8% |
| 6M | +12.7% | -50.8% | +63.5% | +13.6% |
| YTD | +41.3% | -49.2% | +90.5% | +41.5% |
| 1Y | +42.3% | -46.7% | +89.0% | +42.0% |
| 3Y | +65.1% | +793.2% | -728.2% | +47.8% |
| 5Y | +150.2% | +195.6% | -45.4% | +128.6% |
| All | +185.6% | +277.6% | -92.0% | +129.0% |
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