-57.1%
ASTS vs EXPD
+42.2%
-99.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.5% | -10.8% | -13.1% |
| 7D | -29.9% | -4.8% | -25.1% | -28.0% |
| 30D | -52.2% | -1.5% | -50.6% | -51.5% |
| 3M | -55.8% | +4.1% | -59.9% | -56.5% |
| 6M | -52.7% | +24.0% | -76.7% | -57.8% |
| YTD | -58.4% | +27.4% | -85.8% | -66.5% |
| 1Y | -57.1% | +38.4% | -95.5% | -68.5% |
| All | -57.1% | +42.2% | -99.3% | -68.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling