+537.8%
ASTS vs CBRE
+174.5%
+363.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.6% |
| 7D | +7.3% | -2.0% | +9.3% | +8.1% |
| 30D | -8.9% | -2.2% | -6.7% | -8.4% |
| 3M | -41.9% | +12.9% | -54.8% | -45.9% |
| 6M | -40.6% | +4.3% | -44.9% | -42.6% |
| YTD | -14.2% | -8.0% | -6.2% | -12.8% |
| 1Y | +48.9% | -8.6% | +57.4% | +51.8% |
| 3Y | +1,461.7% | +71.9% | +1,389.8% | +1,149.0% |
| 5Y | +404.1% | +50.0% | +354.1% | +307.8% |
| All | +537.8% | +174.5% | +363.3% | +407.0% |
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