-49.2%
ASTS vs EXEL
+92.4%
-141.6%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.3% |
| 7D | -15.8% | +9.8% | -25.6% | -18.4% |
| 30D | -39.0% | +23.6% | -62.7% | -43.5% |
| 3M | -49.3% | +29.9% | -79.2% | -54.0% |
| 6M | -47.9% | +64.7% | -112.7% | -56.7% |
| YTD | -51.0% | +66.0% | -116.9% | -60.5% |
| 1Y | -49.2% | +92.0% | -141.1% | -60.7% |
| All | -49.2% | +92.4% | -141.6% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling