+431.2%
ASTS vs EXPD
+61.6%
+369.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.3% |
| 7D | +7.3% | -1.1% | +8.5% | +8.1% |
| 30D | -8.9% | +4.1% | -13.0% | -11.2% |
| 3M | -41.9% | +17.9% | -59.8% | -48.2% |
| 6M | -40.6% | +29.2% | -69.8% | -50.6% |
| YTD | -14.2% | +27.4% | -41.6% | -28.3% |
| 1Y | +48.9% | +56.8% | -8.0% | +6.9% |
| 3Y | +1,461.7% | +68.0% | +1,393.6% | +946.2% |
| All | +431.2% | +61.6% | +369.7% | +232.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling