+537.8%
ASTS vs XLRE
+40.2%
+497.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.7% |
| 7D | +7.3% | -1.2% | +8.6% | +8.1% |
| 30D | -8.9% | -2.8% | -6.1% | -7.3% |
| 3M | -41.9% | -0.2% | -41.7% | -42.7% |
| 6M | -40.6% | +1.9% | -42.5% | -42.0% |
| YTD | -14.2% | +10.6% | -24.8% | -20.5% |
| 1Y | +48.9% | +8.8% | +40.0% | +39.3% |
| 3Y | +1,461.7% | +31.5% | +1,430.1% | +1,225.5% |
| 5Y | +404.1% | +6.6% | +397.6% | +365.7% |
| All | +537.8% | +40.2% | +497.6% | +472.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling