+230.9%
ASTS vs EXEL
+346.8%
-115.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.3% | +5.8% | +6.7% |
| 7D | -21.1% | +0.3% | -21.3% | -21.0% |
| 30D | -46.7% | +19.0% | -65.7% | -49.1% |
| 3M | -52.0% | +33.3% | -85.3% | -55.5% |
| 6M | -54.3% | +42.9% | -97.1% | -58.4% |
| YTD | -55.5% | +58.7% | -114.2% | -60.8% |
| 1Y | -50.5% | +70.5% | -121.0% | -57.2% |
| 3Y | +706.2% | +233.8% | +472.4% | +472.3% |
| 5Y | +165.2% | +259.3% | -94.1% | +84.0% |
| All | +230.9% | +346.8% | -115.9% | +131.8% |
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