-55.8%
ASTS vs EXE
-8.1%
-47.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.3% | -13.0% | -15.5% |
| 7D | -29.9% | -5.6% | -24.2% | -30.9% |
| 30D | -52.2% | -3.3% | -48.9% | -52.2% |
| 3M | -55.8% | -5.5% | -50.4% | -54.6% |
| All | -55.8% | -8.1% | -47.7% | -54.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling