+1,505.9%
ASTS vs EXR
+22.7%
+1,483.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.8% |
| 7D | +7.3% | -2.6% | +9.9% | +8.5% |
| 30D | -8.9% | -7.2% | -1.7% | -6.1% |
| 3M | -41.9% | -3.5% | -38.4% | -41.8% |
| 6M | -40.6% | -5.3% | -35.3% | -40.0% |
| YTD | -14.2% | +9.4% | -23.6% | -19.0% |
| 1Y | +48.9% | +1.3% | +47.5% | +44.8% |
| All | +1,505.9% | +22.7% | +1,483.2% | +1,405.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling