-52.0%
ASTS vs XE
-44.9%
-7.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +15.9% | -8.8% | -1.8% |
| 7D | -21.1% | -4.6% | -16.5% | -19.0% |
| 30D | -46.7% | -27.5% | -19.2% | -37.9% |
| 3M | -52.0% | -49.9% | -2.1% | -37.2% |
| All | -52.0% | -44.9% | -7.1% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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