+193.2%
ASTS vs EXE
+76.5%
+116.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.8% | +7.9% | +8.5% |
| 7D | +2.8% | +1.5% | +1.3% | +2.4% |
| 30D | -28.8% | -0.2% | -28.6% | -28.9% |
| 3M | -48.9% | -9.2% | -39.6% | -47.6% |
| 6M | -55.6% | -7.2% | -48.4% | -55.1% |
| YTD | -49.6% | -18.3% | -31.3% | -47.5% |
| 1Y | -46.1% | -23.6% | -22.4% | -42.4% |
| 3Y | +749.7% | +21.9% | +727.7% | +651.2% |
| 5Y | +193.2% | +73.7% | +119.5% | +136.5% |
| All | +193.2% | +76.5% | +116.7% | +136.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling