+537.8%
ASTS vs EXR
+60.4%
+477.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.7% |
| 7D | +7.3% | -2.6% | +9.9% | +8.3% |
| 30D | -8.9% | -7.2% | -1.7% | -6.5% |
| 3M | -41.9% | -3.5% | -38.4% | -41.7% |
| 6M | -40.6% | -5.3% | -35.3% | -39.9% |
| YTD | -14.2% | +9.4% | -23.6% | -17.7% |
| 1Y | +48.9% | +1.3% | +47.5% | +46.5% |
| 3Y | +1,461.7% | +22.4% | +1,439.2% | +1,327.0% |
| 5Y | +404.1% | -12.2% | +416.4% | +407.0% |
| All | +537.8% | +60.4% | +477.4% | +528.6% |
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