+199.5%
XLE vs ASTS
+233.7%
-34.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.5% | +6.5% | +1.1% |
| 7D | +5.4% | +0.8% | +4.6% | +5.3% |
| 30D | -3.9% | -22.6% | +18.7% | -3.5% |
| 3M | +7.0% | -54.4% | +61.4% | +8.7% |
| 6M | +14.2% | -56.4% | +70.6% | +15.5% |
| YTD | +48.2% | -55.1% | +103.3% | +48.8% |
| 1Y | +47.7% | -46.9% | +94.6% | +47.2% |
| 3Y | +70.0% | +715.0% | -645.0% | +52.4% |
| 5Y | +169.1% | +153.7% | +15.4% | +146.8% |
| All | +199.5% | +233.7% | -34.2% | +140.8% |
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