-55.8%
ASTS vs EXEL
+22.1%
-77.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -5.6% | -9.7% | -13.6% |
| 7D | -29.9% | +3.8% | -33.7% | -28.6% |
| 30D | -52.2% | +17.8% | -69.9% | -51.8% |
| 3M | -55.8% | +21.2% | -77.0% | -56.0% |
| All | -55.8% | +22.1% | -77.9% | -56.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling