+58.3%
ASTS vs EXE
+161.7%
-103.4%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.3% | -11.0% | -9.4% |
| 7D | -9.3% | -2.2% | -7.1% | -8.6% |
| 30D | -33.9% | -0.3% | -33.6% | -33.9% |
| 3M | -51.0% | -9.3% | -41.7% | -49.7% |
| 6M | -55.1% | -7.2% | -47.9% | -54.5% |
| YTD | -53.6% | -18.9% | -34.7% | -51.6% |
| 1Y | -51.0% | -21.7% | -29.3% | -48.3% |
| 3Y | +681.7% | +21.0% | +660.7% | +594.9% |
| 5Y | +182.4% | +76.0% | +106.4% | +120.8% |
| All | +58.3% | +161.7% | -103.4% | +9.2% |
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 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