+91.9%
XLK vs ASTS
+682.8%
-590.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.1% | -5.6% | +0.9% |
| 7D | -8.2% | -21.1% | +12.9% | -6.7% |
| 30D | -18.2% | -46.7% | +28.5% | -14.6% |
| 3M | -11.0% | -52.0% | +41.0% | -6.6% |
| 6M | -2.9% | -54.3% | +51.4% | +1.2% |
| YTD | +14.8% | -55.5% | +70.3% | +18.7% |
| 1Y | +14.5% | -50.5% | +65.0% | +17.1% |
| All | +91.9% | +682.8% | -590.9% | +80.9% |
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 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