+103.0%
XLV vs ASTS
+537.8%
-434.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | +0.2% | +7.3% | -7.2% | 0.0% |
| 30D | +4.4% | -8.9% | +13.3% | +4.6% |
| 3M | +13.2% | -41.9% | +55.2% | +14.1% |
| 6M | +10.1% | -40.6% | +50.7% | +10.5% |
| YTD | +11.7% | -14.2% | +25.9% | +11.0% |
| 1Y | +26.9% | +48.9% | -21.9% | +24.2% |
| 3Y | +35.0% | +1,461.7% | -1,426.7% | +22.5% |
| 5Y | +35.9% | +404.1% | -368.3% | +23.8% |
| All | +103.0% | +537.8% | -434.8% | +74.4% |
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