+274.8%
ASTS vs SE
+145.7%
+129.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -3.7% | +12.4% | +10.1% |
| 7D | +2.8% | -7.7% | +10.5% | +6.3% |
| 30D | -28.8% | -22.8% | -6.0% | -21.7% |
| 3M | -48.9% | -43.7% | -5.1% | -36.9% |
| 6M | -55.6% | -12.8% | -42.8% | -54.0% |
| YTD | -49.6% | -42.0% | -7.6% | -40.0% |
| 1Y | -46.1% | -48.0% | +1.9% | -32.9% |
| 3Y | +749.7% | +62.7% | +687.0% | +607.8% |
| 5Y | +193.2% | -77.8% | +271.0% | +263.3% |
| All | +274.8% | +145.7% | +129.2% | +275.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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