+274.8%
ASTS vs EXPE
+93.0%
+181.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.4% | +6.3% | +8.1% |
| 7D | +2.8% | -17.8% | +20.6% | +8.7% |
| 30D | -28.8% | -3.2% | -25.6% | -28.6% |
| 3M | -48.9% | -19.0% | -29.9% | -46.5% |
| 6M | -55.6% | +17.7% | -73.4% | -58.6% |
| YTD | -49.6% | -7.8% | -41.8% | -50.9% |
| 1Y | -46.1% | -1.4% | -44.7% | -48.5% |
| 3Y | +749.7% | +121.9% | +627.7% | +519.0% |
| 5Y | +193.2% | +44.3% | +148.9% | +122.1% |
| All | +274.8% | +93.0% | +181.8% | +173.2% |
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