+1,505.9%
ASTS vs CBRE
+72.5%
+1,433.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.7% |
| 7D | +7.3% | -2.0% | +9.3% | +8.6% |
| 30D | -8.9% | -2.2% | -6.7% | -8.1% |
| 3M | -41.9% | +12.9% | -54.8% | -48.8% |
| 6M | -40.6% | +4.3% | -44.9% | -44.3% |
| YTD | -14.2% | -8.0% | -6.2% | -12.1% |
| 1Y | +48.9% | -8.6% | +57.4% | +52.8% |
| All | +1,505.9% | +72.5% | +1,433.4% | +711.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling