+184.1%
XLE vs ASTS
+209.1%
-25.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -15.2% | +12.2% | -2.6% |
| 7D | -10.3% | -29.9% | +19.6% | -9.6% |
| 30D | -3.3% | -52.2% | +48.8% | -1.8% |
| 3M | +8.2% | -55.8% | +64.0% | +10.0% |
| 6M | +5.0% | -52.7% | +57.8% | +5.9% |
| YTD | +40.6% | -58.4% | +99.0% | +41.5% |
| 1Y | +45.0% | -57.1% | +102.1% | +45.4% |
| 3Y | +56.3% | +629.5% | -573.1% | +40.6% |
| 5Y | +152.2% | +147.7% | +4.5% | +131.4% |
| All | +184.1% | +209.1% | -25.0% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling