+537.8%
ASTS vs AXP
+200.7%
+337.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.8% |
| 7D | +7.3% | -2.1% | +9.5% | +8.5% |
| 30D | -8.9% | -6.5% | -2.3% | -5.9% |
| 3M | -41.9% | +4.6% | -46.6% | -43.3% |
| 6M | -40.6% | +5.4% | -46.0% | -42.0% |
| YTD | -14.2% | -11.1% | -3.1% | -9.6% |
| 1Y | +48.9% | -0.3% | +49.2% | +49.8% |
| 3Y | +1,461.7% | +111.6% | +1,350.1% | +1,096.8% |
| 5Y | +404.1% | +117.6% | +286.6% | +290.1% |
| All | +537.8% | +200.7% | +337.1% | +387.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling