+230.9%
ASTS vs EXPD
+172.4%
+58.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.3% | +9.3% | +8.2% |
| 7D | -21.1% | -7.2% | -13.9% | -17.9% |
| 30D | -46.7% | -3.3% | -43.4% | -45.7% |
| 3M | -52.0% | +3.4% | -55.4% | -52.9% |
| 6M | -54.3% | +22.7% | -77.0% | -59.1% |
| YTD | -55.5% | +24.5% | -80.0% | -60.8% |
| 1Y | -50.5% | +38.6% | -89.1% | -58.6% |
| 3Y | +706.2% | +71.5% | +634.7% | +495.4% |
| 5Y | +165.2% | +56.2% | +109.0% | +94.9% |
| All | +230.9% | +172.4% | +58.5% | +129.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling