+9.1%
XLF vs ASTS
+37.2%
-28.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | 0.0% | +7.3% | -7.3% | -0.2% |
| 30D | +0.2% | -8.9% | +9.0% | +0.3% |
| 3M | +11.7% | -41.9% | +53.6% | +12.9% |
| 6M | +13.8% | -40.6% | +54.4% | +14.3% |
| YTD | +7.0% | -14.2% | +21.2% | +5.6% |
| 1Y | +9.1% | +48.9% | -39.7% | +9.2% |
| All | +9.1% | +37.2% | -28.1% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling