+368.4%
XLK vs ASTS
+537.8%
-169.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | +0.9% | +7.3% | -6.5% | +0.2% |
| 30D | +0.7% | -8.9% | +9.6% | +1.3% |
| 3M | -2.9% | -41.9% | +39.0% | +0.4% |
| 6M | +34.3% | -40.6% | +74.8% | +37.1% |
| YTD | +30.4% | -14.2% | +44.6% | +28.5% |
| 1Y | +43.4% | +48.9% | -5.5% | +34.1% |
| 3Y | +116.8% | +1,461.7% | -1,344.8% | +59.4% |
| 5Y | +144.0% | +404.1% | -260.1% | +84.0% |
| All | +368.4% | +537.8% | -169.3% | +228.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling