+793.2%
ASTS vs EXE
+14.7%
+778.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +1.6% | +12.5% | +13.7% |
| 7D | +1.5% | -3.9% | +5.5% | +2.6% |
| 30D | -27.6% | -2.6% | -25.1% | -27.2% |
| 3M | -48.7% | -6.9% | -41.9% | -48.1% |
| 6M | -50.8% | -9.3% | -41.5% | -50.0% |
| YTD | -49.2% | -20.7% | -28.5% | -46.6% |
| 1Y | -46.7% | -21.8% | -24.8% | -43.7% |
| 3Y | +793.2% | +16.2% | +777.0% | +625.5% |
| All | +793.2% | +14.7% | +778.6% | +625.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling