+233.7%
ASTS vs EXR
+84.7%
+149.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.7% | -5.6% |
| 7D | +0.8% | -0.4% | +1.3% | +1.0% |
| 30D | -22.6% | +18.2% | -40.9% | -27.1% |
| 3M | -54.4% | +7.3% | -61.8% | -55.6% |
| 6M | -56.4% | +13.8% | -70.3% | -58.8% |
| YTD | -55.1% | +25.9% | -81.0% | -59.1% |
| 1Y | -46.9% | +25.8% | -72.7% | -51.6% |
| 3Y | +715.0% | +53.7% | +661.3% | +588.8% |
| 5Y | +153.7% | -1.8% | +155.5% | +143.0% |
| All | +233.7% | +84.7% | +149.0% | +212.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 10y: compounded portfolio wealth divided by compounded EXR 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…
10y analysis · Full analysis span regression · 6 months rolling