+29.8%
XLV vs ASTS
-55.1%
+84.9%
-5.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.5% | +6.1% | +0.5% |
| 7D | +2.2% | +0.8% | +1.4% | +2.2% |
| 30D | +8.6% | -22.6% | +31.2% | +8.3% |
| 3M | +12.6% | -54.4% | +67.0% | +11.4% |
| 6M | +29.8% | -56.4% | +86.2% | +28.7% |
| All | +29.8% | -55.1% | +84.9% | +28.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling