+274.8%
ASTS vs XLRE
+43.5%
+231.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | 0.0% | +8.7% | +8.7% |
| 7D | +2.8% | -1.2% | +4.0% | +3.8% |
| 30D | -28.8% | +6.4% | -35.2% | -31.5% |
| 3M | -48.9% | +2.0% | -50.9% | -49.6% |
| 6M | -55.6% | +1.8% | -57.4% | -56.7% |
| YTD | -49.6% | +13.2% | -62.8% | -54.0% |
| 1Y | -46.1% | +10.7% | -56.8% | -50.0% |
| 3Y | +749.7% | +43.7% | +706.0% | +584.8% |
| 5Y | +193.2% | +9.7% | +183.5% | +167.0% |
| All | +274.8% | +43.5% | +231.3% | +231.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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