+274.8%
ASTS vs EXEL
+354.1%
-79.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.2% | +8.5% | +8.7% |
| 7D | +2.8% | -2.8% | +5.6% | +3.9% |
| 30D | -28.8% | +18.2% | -47.0% | -31.7% |
| 3M | -48.9% | +37.7% | -86.6% | -53.0% |
| 6M | -55.6% | +42.2% | -97.9% | -59.7% |
| YTD | -49.6% | +61.3% | -110.9% | -55.8% |
| 1Y | -46.1% | +64.5% | -110.6% | -52.9% |
| 3Y | +749.7% | +236.7% | +513.0% | +502.5% |
| 5Y | +193.2% | +296.3% | -103.1% | +101.3% |
| All | +274.8% | +354.1% | -79.3% | +161.7% |
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 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