+323.0%
XLK vs ASTS
+244.8%
+78.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.7% | +7.5% | -0.4% |
| 7D | -4.3% | -9.3% | +5.0% | -3.6% |
| 30D | -15.0% | -33.9% | +18.9% | -12.4% |
| 3M | -9.2% | -51.0% | +41.8% | -4.4% |
| 6M | -3.5% | -55.1% | +51.6% | +1.1% |
| YTD | +17.7% | -53.6% | +71.4% | +21.4% |
| 1Y | +14.9% | -51.0% | +65.9% | +17.2% |
| 3Y | +91.8% | +681.7% | -589.9% | +49.3% |
| 5Y | +113.1% | +182.4% | -69.3% | +68.0% |
| All | +323.0% | +244.8% | +78.1% | +210.1% |
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