+233.7%
ASTS vs EXC
+83.2%
+150.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.4% | -6.9% | -5.5% |
| 7D | +0.8% | +1.4% | -0.5% | +0.8% |
| 30D | -22.6% | +8.6% | -31.2% | -22.9% |
| 3M | -54.4% | +2.4% | -56.8% | -54.5% |
| 6M | -56.4% | +6.5% | -62.9% | -56.7% |
| YTD | -55.1% | +9.0% | -64.2% | -55.6% |
| 1Y | -46.9% | +4.6% | -51.5% | -47.3% |
| 3Y | +715.0% | +33.5% | +681.5% | +673.5% |
| 5Y | +153.7% | +41.4% | +112.3% | +141.4% |
| All | +233.7% | +83.2% | +150.4% | +211.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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