+174.0%
ASTS vs EXR
-0.3%
+174.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.6% | +7.6% | +7.3% |
| 7D | -21.1% | +5.2% | -26.3% | -23.3% |
| 30D | -46.7% | +20.9% | -67.6% | -51.8% |
| 3M | -52.0% | +7.7% | -59.7% | -54.0% |
| 6M | -54.3% | +13.2% | -67.4% | -57.7% |
| YTD | -55.5% | +26.5% | -82.0% | -61.4% |
| 1Y | -50.5% | +27.2% | -77.7% | -57.2% |
| 3Y | +706.2% | +71.5% | +634.7% | +458.5% |
| All | +174.0% | -0.3% | +174.3% | +162.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling