-55.8%
ASTS vs EXPD
+1.8%
-57.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.5% | -10.8% | -12.9% |
| 7D | -29.9% | -4.8% | -25.1% | -27.7% |
| 30D | -52.2% | -1.5% | -50.6% | -49.9% |
| 3M | -55.8% | +4.1% | -59.9% | -54.5% |
| All | -55.8% | +1.8% | -57.7% | -54.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling