+129.3%
XLF vs ASTS
+233.7%
-104.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.5% | +6.3% | +1.0% |
| 7D | +2.7% | +0.8% | +1.8% | +2.6% |
| 30D | +7.6% | -22.6% | +30.3% | +8.4% |
| 3M | +1.1% | -54.4% | +55.5% | +3.7% |
| 6M | +15.9% | -56.4% | +72.3% | +18.2% |
| YTD | +8.4% | -55.1% | +63.6% | +9.5% |
| 1Y | +12.5% | -46.9% | +59.4% | +12.4% |
| 3Y | +81.6% | +715.0% | -633.4% | +52.4% |
| 5Y | +59.3% | +153.7% | -94.4% | +35.3% |
| All | +129.3% | +233.7% | -104.3% | +75.6% |
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 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