+20.7%
XLK vs ASTS
-47.5%
+68.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.5% |
| 7D | -7.6% | -15.8% | +8.2% | -5.7% |
| 30D | -12.2% | -39.0% | +26.9% | -7.3% |
| 3M | -5.5% | -49.3% | +43.9% | +1.6% |
| 6M | +9.2% | -47.9% | +57.1% | +14.7% |
| YTD | +23.0% | -51.0% | +74.0% | +27.6% |
| 1Y | +20.7% | -49.2% | +69.9% | +23.8% |
| All | +20.7% | -47.5% | +68.2% | +23.8% |
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 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