+369.9%
XLK vs ASTS
+538.9%
-169.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | +0.4% |
| 7D | +2.3% | 0.0% | +2.3% | +2.3% |
| 30D | +0.8% | -9.2% | +10.1% | +1.4% |
| 3M | +4.1% | -29.6% | +33.7% | +6.0% |
| 6M | +34.8% | -30.5% | +65.2% | +36.1% |
| YTD | +30.8% | -14.1% | +44.9% | +28.8% |
| 1Y | +42.4% | +69.1% | -26.8% | +31.9% |
| 3Y | +121.8% | +1,525.5% | -1,403.7% | +62.3% |
| 5Y | +146.6% | +425.9% | -279.3% | +85.6% |
| All | +369.9% | +538.9% | -169.0% | +229.2% |
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