+1,505.9%
ASTS vs EXC
+22.2%
+1,483.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | -0.1% |
| 7D | +7.3% | +0.3% | +7.1% | +7.5% |
| 30D | -8.9% | -3.7% | -5.2% | -10.1% |
| 3M | -41.9% | -1.3% | -40.6% | -41.9% |
| 6M | -40.6% | -9.7% | -30.9% | -41.7% |
| YTD | -14.2% | +2.9% | -17.1% | -13.0% |
| 1Y | +48.9% | +4.4% | +44.5% | +51.4% |
| All | +1,505.9% | +22.2% | +1,483.7% | +1,530.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling