+244.8%
ASTS vs XLRE
+43.5%
+201.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.1% | -8.5% | -8.6% |
| 7D | -9.3% | +2.1% | -11.4% | -10.3% |
| 30D | -33.9% | +7.1% | -41.0% | -36.7% |
| 3M | -51.0% | +1.3% | -52.3% | -51.4% |
| 6M | -55.1% | +2.1% | -57.2% | -56.2% |
| YTD | -53.6% | +13.1% | -66.8% | -57.6% |
| 1Y | -51.0% | +11.9% | -62.9% | -54.8% |
| 3Y | +681.7% | +43.7% | +638.0% | +530.1% |
| 5Y | +182.4% | +9.7% | +172.7% | +157.2% |
| All | +244.8% | +43.5% | +201.4% | +205.3% |
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