+33.1%
XLV vs ASTS
+1,640.0%
-1,606.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.1% | -8.6% | -2.6% |
| 7D | -2.6% | +18.5% | -21.1% | -2.8% |
| 30D | +0.9% | -8.1% | +9.0% | +0.9% |
| 3M | +10.0% | -28.2% | +38.1% | +10.2% |
| 6M | +10.4% | -26.1% | +36.5% | +10.4% |
| YTD | +8.9% | -9.0% | +17.9% | +8.4% |
| 1Y | +23.4% | +62.2% | -38.8% | +21.4% |
| 3Y | +33.1% | +1,621.9% | -1,588.8% | +27.1% |
| All | +33.1% | +1,640.0% | -1,606.9% | +27.1% |
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