+327.9%
XLK vs ASTS
+277.6%
+50.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +14.1% | -10.4% | +2.6% |
| 7D | -1.9% | +1.5% | -3.5% | -2.1% |
| 30D | -14.0% | -27.6% | +13.6% | -12.0% |
| 3M | -9.0% | -48.7% | +39.7% | -4.5% |
| 6M | -2.4% | -50.8% | +48.4% | +1.5% |
| YTD | +19.1% | -49.2% | +68.3% | +21.9% |
| 1Y | +19.2% | -46.7% | +65.9% | +20.8% |
| 3Y | +99.1% | +793.2% | -694.2% | +53.2% |
| 5Y | +112.0% | +195.6% | -83.6% | +66.2% |
| All | +327.9% | +277.6% | +50.3% | +211.4% |
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