+174.0%
ASTS vs EXE
+61.0%
+113.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.9% | +7.9% | +7.3% |
| 7D | -21.1% | -6.6% | -14.5% | -19.4% |
| 30D | -46.7% | -4.0% | -42.7% | -46.1% |
| 3M | -52.0% | -7.5% | -44.6% | -51.1% |
| 6M | -54.3% | -11.7% | -42.6% | -53.0% |
| YTD | -55.5% | -22.0% | -33.5% | -53.0% |
| 1Y | -50.5% | -21.8% | -28.7% | -47.9% |
| 3Y | +706.2% | +8.0% | +698.2% | +639.0% |
| All | +174.0% | +61.0% | +113.0% | +120.9% |
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