+653.1%
ASTS vs AXP
+120.3%
+532.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.3% | -12.9% | -13.3% |
| 7D | -29.9% | +0.4% | -30.3% | -30.2% |
| 30D | -52.2% | +7.0% | -59.2% | -55.0% |
| 3M | -55.8% | -6.6% | -49.2% | -53.4% |
| 6M | -52.7% | +3.5% | -56.2% | -54.7% |
| YTD | -58.4% | -11.2% | -47.3% | -54.6% |
| 1Y | -57.1% | -10.2% | -46.9% | -53.1% |
| All | +653.1% | +120.3% | +532.8% | +221.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling