+192.8%
ASTS vs EXE
+191.4%
+1.4%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.6% |
| 7D | +7.3% | -0.3% | +7.6% | +7.3% |
| 30D | -8.9% | +8.5% | -17.3% | -11.3% |
| 3M | -41.9% | +5.5% | -47.4% | -43.2% |
| 6M | -40.6% | -5.9% | -34.7% | -39.9% |
| YTD | -14.2% | -9.7% | -4.5% | -13.2% |
| 1Y | +48.9% | +3.6% | +45.3% | +41.7% |
| 3Y | +1,461.7% | +18.0% | +1,443.6% | +1,307.7% |
| 5Y | +404.1% | +109.4% | +294.7% | +273.4% |
| All | +192.8% | +191.4% | +1.4% | +96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling