-50.5%
ASTS vs AXP
-11.3%
-39.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.2% | +8.3% | +8.1% |
| 7D | -21.1% | +0.6% | -21.7% | -21.6% |
| 30D | -46.7% | +5.8% | -52.5% | -49.8% |
| 3M | -52.0% | -6.0% | -46.0% | -49.2% |
| 6M | -54.3% | +0.3% | -54.6% | -55.6% |
| YTD | -55.5% | -12.3% | -43.2% | -47.4% |
| 1Y | -50.5% | -11.2% | -39.2% | -41.4% |
| All | -50.5% | -11.3% | -39.2% | -41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling