+34.4%
XLV vs ASTS
+438.1%
-403.7%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.3% | -0.2% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | -1.1% | -9.2% | +8.1% | -1.0% |
| 3M | +8.2% | -29.6% | +37.9% | +8.7% |
| 6M | +8.9% | -30.5% | +39.4% | +9.0% |
| YTD | +8.5% | -14.1% | +22.6% | +7.8% |
| 1Y | +22.3% | +69.1% | -46.8% | +19.0% |
| 3Y | +32.6% | +1,525.5% | -1,492.9% | +18.5% |
| 5Y | +34.4% | +425.9% | -391.5% | +20.6% |
| All | +34.4% | +438.1% | -403.7% | +20.6% |
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 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