+233.7%
ASTS vs EXPE
+91.6%
+142.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.2% | -4.3% | -5.2% |
| 7D | +0.8% | -0.5% | +1.3% | +1.1% |
| 30D | -22.6% | -6.1% | -16.6% | -21.7% |
| 3M | -54.4% | -21.3% | -33.1% | -51.9% |
| 6M | -56.4% | +19.0% | -75.4% | -59.4% |
| YTD | -55.1% | -8.4% | -46.7% | -56.2% |
| 1Y | -46.9% | -2.8% | -44.1% | -49.1% |
| 3Y | +715.0% | +120.8% | +594.2% | +494.6% |
| 5Y | +153.7% | +46.2% | +107.5% | +92.3% |
| All | +233.7% | +91.6% | +142.0% | +143.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling