+244.8%
ASTS vs EXEL
+353.3%
-108.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.6% | -7.1% | -8.2% |
| 7D | -9.3% | -2.4% | -6.9% | -8.4% |
| 30D | -33.9% | +17.9% | -51.8% | -36.6% |
| 3M | -51.0% | +33.3% | -84.3% | -54.6% |
| 6M | -55.1% | +46.6% | -101.7% | -59.5% |
| YTD | -53.6% | +61.0% | -114.6% | -59.3% |
| 1Y | -51.0% | +70.4% | -121.4% | -57.5% |
| 3Y | +681.7% | +236.1% | +445.6% | +454.6% |
| 5Y | +182.4% | +284.8% | -102.4% | +94.4% |
| All | +244.8% | +353.3% | -108.5% | +140.9% |
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