+174.0%
ASTS vs EXC
+41.2%
+132.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.0% | +9.0% | +7.0% |
| 7D | -21.1% | -1.2% | -19.9% | -21.1% |
| 30D | -46.7% | +10.0% | -56.6% | -46.7% |
| 3M | -52.0% | +1.6% | -53.6% | -52.0% |
| 6M | -54.3% | +3.3% | -57.5% | -54.4% |
| YTD | -55.5% | +7.6% | -63.0% | -56.0% |
| 1Y | -50.5% | +3.5% | -53.9% | -50.8% |
| 3Y | +706.2% | +27.7% | +678.6% | +646.2% |
| All | +174.0% | +41.2% | +132.8% | +158.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling