-46.1%
ASTS vs EXC
+2.8%
-48.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.2% | +8.5% | +8.9% |
| 7D | +2.8% | -1.4% | +4.2% | +1.5% |
| 30D | -28.8% | +8.3% | -37.1% | -22.2% |
| 3M | -48.9% | +2.6% | -51.5% | -47.5% |
| 6M | -55.6% | +5.2% | -60.8% | -52.5% |
| YTD | -49.6% | +7.5% | -57.1% | -42.0% |
| 1Y | -46.1% | +3.2% | -49.2% | -39.8% |
| All | -46.1% | +2.8% | -48.8% | -39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling