-46.1%
ASTS vs EXEL
+70.6%
-116.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.2% | +8.5% | +8.6% |
| 7D | +2.8% | -2.8% | +5.6% | +4.5% |
| 30D | -28.8% | +18.2% | -47.0% | -32.8% |
| 3M | -48.9% | +37.7% | -86.6% | -54.9% |
| 6M | -55.6% | +42.2% | -97.9% | -61.5% |
| YTD | -49.6% | +61.3% | -110.9% | -59.8% |
| 1Y | -46.1% | +64.5% | -110.6% | -57.6% |
| All | -46.1% | +70.6% | -116.6% | -57.6% |
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