+209.1%
ASTS vs CBRE
+153.2%
+56.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.4% | -11.8% | -13.8% |
| 7D | -29.9% | +6.0% | -35.9% | -31.9% |
| 30D | -52.2% | +4.4% | -56.5% | -53.3% |
| 3M | -55.8% | -9.8% | -46.0% | -54.2% |
| 6M | -52.7% | -4.4% | -48.4% | -52.9% |
| YTD | -58.4% | -15.2% | -43.2% | -56.4% |
| 1Y | -57.1% | -9.1% | -47.9% | -56.3% |
| 3Y | +629.5% | +79.4% | +550.1% | +477.5% |
| 5Y | +147.7% | +27.8% | +119.9% | +107.9% |
| All | +209.1% | +153.2% | +56.0% | +153.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling