+149.9%
XLE vs ASTS
+163.9%
-14.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.1% | -7.1% | -0.2% |
| 7D | -12.0% | -21.1% | +9.1% | -11.6% |
| 30D | -2.7% | -46.7% | +43.9% | -1.6% |
| 3M | +6.6% | -52.0% | +58.6% | +8.0% |
| 6M | +9.5% | -54.3% | +63.8% | +10.5% |
| YTD | +40.6% | -55.5% | +96.0% | +41.1% |
| 1Y | +43.6% | -50.5% | +94.1% | +43.4% |
| 3Y | +58.1% | +706.2% | -648.2% | +42.8% |
| All | +149.9% | +163.9% | -14.0% | +137.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling