+69.1%
ASTS vs XLRE
+7.6%
+61.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.1% | -4.5% | -5.4% |
| 7D | 0.0% | -0.7% | +0.8% | +0.2% |
| 30D | -9.2% | -2.2% | -7.0% | -8.9% |
| 3M | -29.6% | -2.6% | -27.0% | -30.1% |
| 6M | -30.5% | +2.6% | -33.0% | -36.0% |
| YTD | -14.1% | +9.3% | -23.3% | -25.3% |
| 1Y | +69.1% | +7.2% | +61.9% | +48.9% |
| All | +69.1% | +7.6% | +61.5% | +48.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling