-52.7%
ASTS vs EXR
+17.3%
-70.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.6% | -14.6% | -15.4% |
| 7D | -29.9% | +6.8% | -36.7% | -28.3% |
| 30D | -52.2% | +19.6% | -71.7% | -50.0% |
| 3M | -55.8% | +8.0% | -63.8% | -55.4% |
| 6M | -52.7% | +17.2% | -69.9% | -56.9% |
| All | -52.7% | +17.3% | -70.0% | -56.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling