+209.1%
ASTS vs EXPE
+102.4%
+106.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -13.7% | -1.5% | -11.5% |
| 7D | -29.9% | -3.6% | -26.3% | -29.3% |
| 30D | -52.2% | +4.8% | -56.9% | -53.1% |
| 3M | -55.8% | -14.6% | -41.2% | -54.4% |
| 6M | -52.7% | +10.0% | -62.7% | -55.2% |
| YTD | -58.4% | -3.3% | -55.1% | -60.0% |
| 1Y | -57.1% | +28.4% | -85.5% | -62.4% |
| 3Y | +629.5% | +145.1% | +484.4% | +417.3% |
| 5Y | +147.7% | +51.6% | +96.1% | +85.3% |
| All | +209.1% | +102.4% | +106.7% | +122.5% |
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