+209.1%
ASTS vs EXC
+84.3%
+124.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.6% | -15.8% | -15.2% |
| 7D | -29.9% | +1.4% | -31.2% | -29.9% |
| 30D | -52.2% | +11.6% | -63.8% | -52.4% |
| 3M | -55.8% | +2.7% | -58.5% | -55.9% |
| 6M | -52.7% | +2.7% | -55.4% | -52.8% |
| YTD | -58.4% | +9.7% | -68.1% | -58.9% |
| 1Y | -57.1% | +4.5% | -61.6% | -57.4% |
| 3Y | +629.5% | +28.5% | +601.0% | +598.5% |
| 5Y | +147.7% | +43.9% | +103.8% | +135.5% |
| All | +209.1% | +84.3% | +124.8% | +188.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling