+230.9%
ASTS vs CBRE
+151.6%
+79.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.6% | +7.7% | +7.3% |
| 7D | -21.1% | +5.2% | -26.3% | -23.1% |
| 30D | -46.7% | +6.2% | -52.9% | -48.4% |
| 3M | -52.0% | -8.1% | -43.9% | -50.7% |
| 6M | -54.3% | -6.6% | -47.6% | -54.0% |
| YTD | -55.5% | -15.7% | -39.8% | -53.2% |
| 1Y | -50.5% | -9.7% | -40.8% | -49.4% |
| 3Y | +706.2% | +80.4% | +625.8% | +537.2% |
| 5Y | +165.2% | +27.0% | +138.2% | +123.2% |
| All | +230.9% | +151.6% | +79.3% | +171.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 10y: compounded portfolio wealth divided by compounded CBRE 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…
10y analysis · Full analysis span regression · 6 months rolling