+1,505.9%
ASTS vs EXEL
+160.6%
+1,345.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +7.3% | +8.4% | -1.0% | +4.3% |
| 30D | -8.9% | +4.1% | -13.0% | -10.4% |
| 3M | -41.9% | +12.4% | -54.3% | -44.4% |
| 6M | -40.6% | +41.5% | -82.1% | -47.4% |
| YTD | -14.2% | +34.6% | -48.8% | -23.7% |
| 1Y | +48.9% | +57.9% | -9.0% | +24.6% |
| All | +1,505.9% | +160.6% | +1,345.3% | +795.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling