-43.8%
ASTS vs XLRE
+11.5%
-55.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.3% | -5.6% |
| 7D | +14.2% | +0.1% | +14.1% | +14.2% |
| 30D | -26.7% | +6.0% | -32.7% | -27.2% |
| 3M | -53.6% | +0.5% | -54.1% | -53.5% |
| 6M | -52.7% | +1.2% | -53.9% | -53.7% |
| YTD | -52.5% | +12.6% | -65.1% | -61.1% |
| All | -43.8% | +11.5% | -55.4% | -53.6% |
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