-43.8%
ASTS vs EXE
-24.6%
-19.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.3% | -5.5% | -5.9% |
| 7D | +14.2% | +3.6% | +10.7% | +15.6% |
| 30D | -26.7% | -4.3% | -22.4% | -28.1% |
| 3M | -53.6% | -7.7% | -45.9% | -55.1% |
| 6M | -52.7% | -7.2% | -45.5% | -53.6% |
| YTD | -52.5% | -18.5% | -34.0% | -53.1% |
| All | -43.8% | -24.6% | -19.3% | -40.7% |
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