-46.9%
ASTS vs EXPE
-4.7%
-42.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.2% | -4.3% | -5.5% |
| 7D | +0.8% | -0.5% | +1.3% | +0.8% |
| 30D | -22.6% | -6.1% | -16.6% | -21.9% |
| 3M | -54.4% | -21.3% | -33.1% | -54.4% |
| 6M | -56.4% | +19.0% | -75.4% | -55.5% |
| YTD | -55.1% | -8.4% | -46.7% | -53.8% |
| 1Y | -46.9% | -2.8% | -44.1% | -48.0% |
| All | -46.9% | -4.7% | -42.2% | -48.0% |
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