+64.0%
XLE vs ASTS
+711.8%
-647.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.7% | +9.1% | +0.5% |
| 7D | -6.7% | -9.3% | +2.6% | -6.6% |
| 30D | -4.4% | -33.9% | +29.5% | -4.0% |
| 3M | +4.0% | -51.0% | +55.0% | +4.7% |
| 6M | +13.2% | -55.1% | +68.3% | +13.7% |
| YTD | +41.9% | -53.6% | +95.5% | +41.9% |
| 1Y | +41.6% | -51.0% | +92.6% | +41.3% |
| 3Y | +64.0% | +681.7% | -617.7% | +61.2% |
| All | +64.0% | +711.8% | -647.8% | +61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling