+537.8%
ASTS vs EXEL
+279.0%
+258.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +7.3% | +8.4% | -1.0% | +5.1% |
| 30D | -8.9% | +4.1% | -13.0% | -10.0% |
| 3M | -41.9% | +12.4% | -54.3% | -43.8% |
| 6M | -40.6% | +41.5% | -82.1% | -45.7% |
| YTD | -14.2% | +34.6% | -48.8% | -21.2% |
| 1Y | +48.9% | +57.9% | -9.0% | +30.9% |
| 3Y | +1,461.7% | +159.5% | +1,302.2% | +1,081.0% |
| 5Y | +404.1% | +198.5% | +205.6% | +265.6% |
| All | +537.8% | +279.0% | +258.8% | +366.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling