+209.1%
ASTS vs EXEL
+341.3%
-132.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -5.6% | -9.7% | -13.8% |
| 7D | -29.9% | +3.8% | -33.7% | -30.5% |
| 30D | -52.2% | +17.8% | -69.9% | -54.2% |
| 3M | -55.8% | +21.2% | -77.0% | -58.1% |
| 6M | -52.7% | +54.7% | -107.4% | -57.9% |
| YTD | -58.4% | +56.8% | -115.2% | -63.3% |
| 1Y | -57.1% | +70.2% | -127.3% | -62.9% |
| 3Y | +629.5% | +227.2% | +402.3% | +420.4% |
| 5Y | +147.7% | +254.9% | -107.2% | +72.4% |
| All | +209.1% | +341.3% | -132.2% | +117.2% |
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