+195.6%
ASTS vs EXC
+43.6%
+152.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +0.1% | +14.0% | +14.1% |
| 7D | +1.5% | -1.7% | +3.3% | +1.5% |
| 30D | -27.6% | +9.3% | -36.9% | -27.6% |
| 3M | -48.7% | +1.0% | -49.8% | -48.7% |
| 6M | -50.8% | +5.9% | -56.8% | -51.0% |
| YTD | -49.2% | +7.6% | -56.8% | -49.8% |
| 1Y | -46.7% | +2.4% | -49.1% | -46.9% |
| 3Y | +793.2% | +30.2% | +763.0% | +720.5% |
| 5Y | +195.6% | +41.4% | +154.2% | +191.3% |
| All | +195.6% | +43.6% | +152.0% | +191.3% |
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