+126.6%
XLF vs ASTS
+277.6%
-151.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +14.1% | -12.7% | +0.9% |
| 7D | +0.7% | +1.5% | -0.8% | +0.6% |
| 30D | +6.0% | -27.6% | +33.6% | +7.0% |
| 3M | +1.0% | -48.7% | +49.8% | +3.2% |
| 6M | +14.0% | -50.8% | +64.8% | +15.7% |
| YTD | +7.2% | -49.2% | +56.4% | +7.7% |
| 1Y | +11.6% | -46.7% | +58.3% | +11.5% |
| 3Y | +81.2% | +793.2% | -712.0% | +51.7% |
| 5Y | +57.9% | +195.6% | -137.7% | +33.5% |
| All | +126.6% | +277.6% | -151.0% | +72.8% |
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