-52.7%
ASTS vs EXE
-13.3%
-39.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.3% | -13.0% | -16.2% |
| 7D | -29.9% | -5.6% | -24.2% | -32.1% |
| 30D | -52.2% | -3.3% | -48.9% | -52.7% |
| 3M | -55.8% | -5.5% | -50.4% | -56.8% |
| 6M | -52.7% | -13.4% | -39.3% | -55.6% |
| All | -52.7% | -13.3% | -39.4% | -55.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling