+123.1%
XLF vs ASTS
+576.8%
-453.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.1% | -7.5% | -1.6% |
| 7D | +0.2% | +18.5% | -18.3% | -0.5% |
| 30D | -0.5% | -8.1% | +7.6% | -0.3% |
| 3M | +10.6% | -28.2% | +38.8% | +11.5% |
| 6M | +14.3% | -26.1% | +40.4% | +14.3% |
| YTD | +5.5% | -9.0% | +14.5% | +4.1% |
| 1Y | +9.6% | +62.2% | -52.6% | +4.7% |
| 3Y | +75.2% | +1,621.9% | -1,546.7% | +42.7% |
| 5Y | +65.5% | +457.0% | -391.5% | +37.1% |
| All | +123.1% | +576.8% | -453.6% | +66.9% |
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