+230.9%
ASTS vs EXPE
+92.6%
+138.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.9% | +11.9% | +8.4% |
| 7D | -21.1% | -9.3% | -11.8% | -19.2% |
| 30D | -46.7% | +0.1% | -46.8% | -47.1% |
| 3M | -52.0% | -15.3% | -36.7% | -50.5% |
| 6M | -54.3% | +5.5% | -59.7% | -56.3% |
| YTD | -55.5% | -8.0% | -47.5% | -56.6% |
| 1Y | -50.5% | +18.9% | -69.3% | -55.7% |
| 3Y | +706.2% | +135.5% | +570.7% | +477.1% |
| 5Y | +165.2% | +44.3% | +120.9% | +100.7% |
| All | +230.9% | +92.6% | +138.3% | +141.1% |
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