+42.4%
XLK vs ASTS
+57.7%
-15.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | +0.6% |
| 7D | +2.3% | 0.0% | +2.3% | +2.3% |
| 30D | +0.8% | -9.2% | +10.1% | +1.7% |
| 3M | +4.1% | -29.6% | +33.7% | +6.4% |
| 6M | +34.8% | -30.5% | +65.2% | +35.9% |
| YTD | +30.8% | -14.1% | +44.9% | +28.1% |
| 1Y | +42.4% | +69.1% | -26.8% | +34.9% |
| All | +42.4% | +57.7% | -15.3% | +34.9% |
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