+73.4%
ASTS vs EXE
+155.8%
-82.5%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +1.6% | +12.5% | +13.6% |
| 7D | +1.5% | -3.9% | +5.5% | +2.9% |
| 30D | -27.6% | -2.6% | -25.1% | -27.1% |
| 3M | -48.7% | -6.9% | -41.9% | -47.8% |
| 6M | -50.8% | -9.3% | -41.5% | -49.8% |
| YTD | -49.2% | -20.7% | -28.5% | -46.6% |
| 1Y | -46.7% | -21.8% | -24.8% | -43.8% |
| 3Y | +793.2% | +16.2% | +777.0% | +704.5% |
| 5Y | +195.6% | +61.1% | +134.5% | +138.1% |
| All | +73.4% | +155.8% | -82.5% | +20.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling