+513.2%
ASTS vs XLRE
+37.4%
+475.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.5% |
| 7D | -3.6% | -2.7% | -0.9% | -1.9% |
| 30D | -16.4% | -2.3% | -14.0% | -15.2% |
| 3M | -31.4% | -3.5% | -27.9% | -30.7% |
| 6M | -31.6% | +1.9% | -33.4% | -33.2% |
| YTD | -17.5% | +8.3% | -25.9% | -22.6% |
| 1Y | +59.4% | +6.4% | +53.0% | +51.4% |
| 3Y | +1,460.2% | +30.2% | +1,429.9% | +1,234.4% |
| 5Y | +413.4% | +8.6% | +404.8% | +378.4% |
| All | +513.2% | +37.4% | +475.8% | +457.9% |
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