+96.1%
XLV vs ASTS
+513.2%
-417.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.5% | -0.5% |
| 7D | -4.4% | -3.6% | -0.8% | -4.3% |
| 30D | -1.4% | -16.4% | +15.0% | -1.1% |
| 3M | +8.9% | -31.4% | +40.2% | +9.3% |
| 6M | +9.1% | -31.6% | +40.6% | +9.2% |
| YTD | +7.9% | -17.5% | +25.4% | +7.3% |
| 1Y | +22.7% | +59.4% | -36.7% | +19.9% |
| 3Y | +31.9% | +1,460.2% | -1,428.2% | +19.7% |
| 5Y | +34.9% | +413.4% | -378.5% | +22.9% |
| All | +96.1% | +513.2% | -417.1% | +68.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling