+537.8%
ASTS vs EXPD
+178.6%
+359.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.2% |
| 7D | +7.3% | -1.1% | +8.5% | +7.9% |
| 30D | -8.9% | +4.1% | -13.0% | -10.7% |
| 3M | -41.9% | +17.9% | -59.8% | -46.9% |
| 6M | -40.6% | +29.2% | -69.8% | -48.5% |
| YTD | -14.2% | +27.4% | -41.6% | -25.2% |
| 1Y | +48.9% | +56.8% | -8.0% | +16.1% |
| 3Y | +1,461.7% | +68.0% | +1,393.6% | +1,068.2% |
| 5Y | +404.1% | +61.9% | +342.3% | +265.6% |
| All | +537.8% | +178.6% | +359.2% | +337.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling