+230.9%
ASTS vs EXR
+85.5%
+145.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.6% | +7.6% | +7.2% |
| 7D | -21.1% | +5.2% | -26.3% | -22.6% |
| 30D | -46.7% | +20.9% | -67.6% | -50.2% |
| 3M | -52.0% | +7.7% | -59.7% | -53.3% |
| 6M | -54.3% | +13.2% | -67.4% | -56.6% |
| YTD | -55.5% | +26.5% | -82.0% | -59.5% |
| 1Y | -50.5% | +27.2% | -77.7% | -55.0% |
| 3Y | +706.2% | +71.5% | +634.7% | +555.7% |
| 5Y | +165.2% | +0.4% | +164.8% | +153.3% |
| All | +230.9% | +85.5% | +145.4% | +209.4% |
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