+653.1%
ASTS vs EXC
+28.8%
+624.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.6% | -15.8% | -14.9% |
| 7D | -29.9% | +1.4% | -31.2% | -29.3% |
| 30D | -52.2% | +11.6% | -63.8% | -49.5% |
| 3M | -55.8% | +2.7% | -58.5% | -55.2% |
| 6M | -52.7% | +2.7% | -55.4% | -51.6% |
| YTD | -58.4% | +9.7% | -68.1% | -56.2% |
| 1Y | -57.1% | +4.5% | -61.6% | -55.1% |
| All | +653.1% | +28.8% | +624.3% | +709.4% |
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