-50.5%
ASTS vs EXR
+26.1%
-76.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.6% | +7.6% | +7.2% |
| 7D | -21.1% | +5.2% | -26.3% | -21.9% |
| 30D | -46.7% | +20.9% | -67.6% | -49.5% |
| 3M | -52.0% | +7.7% | -59.7% | -52.8% |
| 6M | -54.3% | +13.2% | -67.4% | -56.9% |
| YTD | -55.5% | +26.5% | -82.0% | -63.6% |
| 1Y | -50.5% | +27.2% | -77.7% | -60.7% |
| All | -50.5% | +26.1% | -76.6% | -60.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling