-50.4%
ASTS vs EXE
-22.0%
-28.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.3% | -11.0% | -7.9% |
| 7D | -9.3% | -2.2% | -7.1% | -10.3% |
| 30D | -33.9% | -0.3% | -33.6% | -33.9% |
| 3M | -51.0% | -9.3% | -41.7% | -52.9% |
| 6M | -55.1% | -7.2% | -47.9% | -55.9% |
| YTD | -53.6% | -18.9% | -34.7% | -54.4% |
| All | -50.4% | -22.0% | -28.4% | -48.1% |
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