-51.0%
ASTS vs EXEL
+72.0%
-123.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.6% | -7.1% | -7.9% |
| 7D | -9.3% | -2.4% | -6.9% | -8.0% |
| 30D | -33.9% | +17.9% | -51.8% | -37.4% |
| 3M | -51.0% | +33.3% | -84.3% | -56.0% |
| 6M | -55.1% | +46.6% | -101.7% | -61.4% |
| YTD | -53.6% | +61.0% | -114.6% | -62.7% |
| 1Y | -51.0% | +70.4% | -121.4% | -61.5% |
| All | -51.0% | +72.0% | -123.0% | -61.5% |
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 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