+253.1%
ASTS vs CBRE
+146.1%
+107.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.5% | -4.3% | -5.1% |
| 7D | +14.2% | -2.8% | +17.0% | +15.9% |
| 30D | -26.7% | +2.2% | -28.9% | -27.6% |
| 3M | -53.6% | -10.1% | -43.5% | -51.8% |
| 6M | -52.7% | -8.0% | -44.7% | -52.0% |
| YTD | -52.5% | -17.6% | -34.9% | -49.5% |
| 1Y | -46.5% | -14.7% | -31.8% | -43.8% |
| 3Y | +700.5% | +80.4% | +620.1% | +535.4% |
| 5Y | +168.5% | +25.9% | +142.6% | +128.3% |
| All | +253.1% | +146.1% | +107.0% | +193.5% |
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