+174.0%
ASTS vs EXPE
+43.3%
+130.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.9% | +11.9% | +9.0% |
| 7D | -21.1% | -9.3% | -11.8% | -18.4% |
| 30D | -46.7% | +0.1% | -46.8% | -47.5% |
| 3M | -52.0% | -15.3% | -36.7% | -49.8% |
| 6M | -54.3% | +5.5% | -59.7% | -57.6% |
| YTD | -55.5% | -8.0% | -47.5% | -57.6% |
| 1Y | -50.5% | +18.9% | -69.3% | -59.2% |
| 3Y | +706.2% | +135.5% | +570.7% | +326.6% |
| All | +174.0% | +43.3% | +130.7% | +70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling