+431.2%
ASTS vs CBRE
+50.7%
+380.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.8% |
| 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% | -49.2% |
| 6M | -40.6% | +4.3% | -44.9% | -44.6% |
| YTD | -14.2% | -8.0% | -6.2% | -12.5% |
| 1Y | +48.9% | -8.6% | +57.4% | +52.2% |
| 3Y | +1,461.7% | +71.9% | +1,389.8% | +802.6% |
| All | +431.2% | +50.7% | +380.5% | +232.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling