+537.8%
ASTS vs EXC
+72.9%
+464.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.3% |
| 7D | +7.3% | +0.3% | +7.1% | +7.3% |
| 30D | -8.9% | -3.7% | -5.2% | -8.7% |
| 3M | -41.9% | -1.3% | -40.6% | -42.0% |
| 6M | -40.6% | -9.7% | -30.9% | -40.3% |
| YTD | -14.2% | +2.9% | -17.1% | -14.9% |
| 1Y | +48.9% | +4.4% | +44.5% | +47.2% |
| 3Y | +1,461.7% | +22.2% | +1,439.4% | +1,395.4% |
| 5Y | +404.1% | +46.7% | +357.4% | +377.7% |
| All | +537.8% | +72.9% | +464.9% | +496.2% |
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 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