+431.2%
ASTS vs AXP
+118.2%
+313.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +1.3% |
| 7D | +7.3% | -2.1% | +9.5% | +9.6% |
| 30D | -8.9% | -6.5% | -2.3% | -3.2% |
| 3M | -41.9% | +4.6% | -46.6% | -44.7% |
| 6M | -40.6% | +5.4% | -46.0% | -43.6% |
| YTD | -14.2% | -11.1% | -3.1% | -5.6% |
| 1Y | +48.9% | -0.3% | +49.2% | +48.5% |
| 3Y | +1,461.7% | +111.6% | +1,350.1% | +678.1% |
| All | +431.2% | +118.2% | +313.0% | +142.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling