+244.8%
ASTS vs AXP
+199.1%
+45.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.3% | -8.4% | -8.6% |
| 7D | -9.3% | -0.6% | -8.7% | -8.9% |
| 30D | -33.9% | +5.0% | -38.9% | -35.4% |
| 3M | -51.0% | -4.2% | -46.8% | -50.0% |
| 6M | -55.1% | +2.9% | -58.1% | -55.9% |
| YTD | -53.6% | -11.6% | -42.0% | -51.1% |
| 1Y | -51.0% | -11.1% | -39.9% | -48.1% |
| 3Y | +681.7% | +116.7% | +564.9% | +493.1% |
| 5Y | +182.4% | +89.6% | +92.8% | +121.0% |
| All | +244.8% | +199.1% | +45.7% | +164.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 10y: compounded portfolio wealth divided by compounded AXP 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…
10y analysis · Full analysis span regression · 6 months rolling