+195.6%
ASTS vs EXPE
+40.1%
+155.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | 0.0% | +14.1% | +14.1% |
| 7D | +1.5% | -13.3% | +14.9% | +7.3% |
| 30D | -27.6% | -5.5% | -22.1% | -26.8% |
| 3M | -48.7% | -16.5% | -32.3% | -46.1% |
| 6M | -50.8% | +13.1% | -63.9% | -55.4% |
| YTD | -49.2% | -8.0% | -41.2% | -51.6% |
| 1Y | -46.7% | +1.1% | -47.8% | -51.7% |
| 3Y | +793.2% | +131.2% | +662.1% | +378.7% |
| 5Y | +195.6% | +39.8% | +155.8% | +85.4% |
| All | +195.6% | +40.1% | +155.5% | +85.4% |
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