+264.6%
ASTS vs EXPD
+191.7%
+72.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.9% | -2.5% |
| 7D | -15.8% | +0.3% | -16.1% | -15.9% |
| 30D | -39.0% | +1.8% | -40.9% | -39.6% |
| 3M | -49.3% | +8.9% | -58.3% | -51.6% |
| 6M | -47.9% | +42.2% | -90.2% | -57.2% |
| YTD | -51.0% | +33.4% | -84.3% | -58.4% |
| 1Y | -49.2% | +47.2% | -96.3% | -58.8% |
| 3Y | +760.4% | +81.3% | +679.1% | +516.7% |
| 5Y | +185.6% | +60.2% | +125.4% | +104.0% |
| All | +264.6% | +191.7% | +72.9% | +143.4% |
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