+209.1%
ASTS vs EXR
+86.6%
+122.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.6% | -14.6% | -15.0% |
| 7D | -29.9% | +6.8% | -36.7% | -31.6% |
| 30D | -52.2% | +19.6% | -71.7% | -55.2% |
| 3M | -55.8% | +8.0% | -63.8% | -57.1% |
| 6M | -52.7% | +17.2% | -69.9% | -55.7% |
| YTD | -58.4% | +27.2% | -85.6% | -62.2% |
| 1Y | -57.1% | +26.1% | -83.2% | -60.9% |
| 3Y | +629.5% | +70.7% | +558.8% | +494.4% |
| 5Y | +147.7% | +1.0% | +146.8% | +136.2% |
| All | +209.1% | +86.6% | +122.5% | +188.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling