+537.8%
ASTS vs EXPE
+121.4%
+416.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.8% |
| 7D | +7.3% | -9.5% | +16.9% | +10.4% |
| 30D | -8.9% | -6.6% | -2.2% | -7.5% |
| 3M | -41.9% | +31.4% | -73.3% | -46.9% |
| 6M | -40.6% | +35.2% | -75.8% | -47.2% |
| YTD | -14.2% | +5.8% | -20.0% | -18.7% |
| 1Y | +48.9% | +38.7% | +10.2% | +28.8% |
| 3Y | +1,461.7% | +175.8% | +1,285.9% | +980.4% |
| 5Y | +404.1% | +111.8% | +292.3% | +263.7% |
| All | +537.8% | +121.4% | +416.4% | +351.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling