+145.7%
XLK vs ASTS
+455.6%
-310.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.1% | -5.8% | -0.2% |
| 7D | +2.3% | +18.5% | -16.2% | +0.8% |
| 30D | -0.1% | -8.1% | +8.0% | +0.5% |
| 3M | +2.1% | -28.2% | +30.3% | +4.0% |
| 6M | +37.2% | -26.1% | +63.3% | +37.9% |
| YTD | +30.8% | -9.0% | +39.8% | +28.1% |
| 1Y | +42.6% | +62.2% | -19.6% | +31.7% |
| 3Y | +121.8% | +1,621.9% | -1,500.1% | +56.8% |
| 5Y | +145.7% | +457.0% | -311.4% | +76.2% |
| All | +145.7% | +455.6% | -310.0% | +76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling