+78.0%
XLF vs ASTS
+1,526.9%
-1,448.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +12.8% |
| 6M | +13.8% | -40.6% | +54.4% | +14.4% |
| YTD | +7.0% | -14.2% | +21.2% | +6.2% |
| 1Y | +9.1% | +48.9% | -39.7% | +6.6% |
| All | +78.0% | +1,526.9% | -1,448.9% | +63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling