-55.8%
ASTS vs EXPE
-15.5%
-40.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -13.7% | -1.5% | -15.3% |
| 7D | -29.9% | -3.6% | -26.3% | -27.1% |
| 30D | -52.2% | +4.8% | -56.9% | -49.3% |
| 3M | -55.8% | -14.6% | -41.2% | -55.3% |
| All | -55.8% | -15.5% | -40.3% | -55.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling