+264.6%
ASTS vs AXP
+207.5%
+57.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.2% | -6.3% | -5.1% |
| 7D | -15.8% | +4.6% | -20.4% | -17.7% |
| 30D | -39.0% | +9.7% | -48.8% | -41.8% |
| 3M | -49.3% | -3.8% | -45.6% | -48.6% |
| 6M | -47.9% | +4.8% | -52.7% | -49.3% |
| YTD | -51.0% | -9.1% | -41.9% | -49.0% |
| 1Y | -49.2% | -6.7% | -42.5% | -47.4% |
| 3Y | +760.4% | +125.2% | +635.2% | +541.1% |
| 5Y | +185.6% | +105.0% | +80.7% | +119.4% |
| All | +264.6% | +207.5% | +57.0% | +175.1% |
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 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