-49.2%
ASTS vs EXPE
+48.9%
-98.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +10.5% | -14.7% | -3.4% |
| 7D | -15.8% | +14.6% | -30.4% | -15.0% |
| 30D | -39.0% | +21.4% | -60.5% | -38.4% |
| 3M | -49.3% | +1.4% | -50.7% | -49.0% |
| 6M | -47.9% | +28.6% | -76.6% | -47.9% |
| YTD | -51.0% | +12.1% | -63.1% | -50.0% |
| 1Y | -49.2% | +50.0% | -99.2% | -54.4% |
| All | -49.2% | +48.9% | -98.1% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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