+277.6%
ASTS vs EXEL
+360.8%
-83.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +3.1% | +11.0% | +13.3% |
| 7D | +1.5% | +2.3% | -0.8% | +1.3% |
| 30D | -27.6% | +19.8% | -47.5% | -30.9% |
| 3M | -48.7% | +32.7% | -81.4% | -52.4% |
| 6M | -50.8% | +49.0% | -99.8% | -55.9% |
| YTD | -49.2% | +63.7% | -112.9% | -55.6% |
| 1Y | -46.7% | +75.8% | -122.5% | -54.2% |
| 3Y | +793.2% | +241.3% | +551.9% | +530.8% |
| 5Y | +195.6% | +289.0% | -93.5% | +102.7% |
| All | +277.6% | +360.8% | -83.2% | +162.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling