+48.9%
ASTS vs EXE
+3.1%
+45.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | -0.1% |
| 7D | +7.3% | -0.3% | +7.6% | +7.3% |
| 30D | -8.9% | +8.5% | -17.3% | -6.3% |
| 3M | -41.9% | +5.5% | -47.4% | -40.3% |
| 6M | -40.6% | -5.9% | -34.7% | -40.5% |
| YTD | -14.2% | -9.7% | -4.5% | -12.8% |
| 1Y | +48.9% | +3.6% | +45.3% | +54.2% |
| All | +48.9% | +3.1% | +45.8% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1y: compounded portfolio wealth divided by compounded EXE 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…
1y analysis · Full analysis span regression · 6 months rolling