+230.9%
ASTS vs SE
+151.4%
+79.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.1% | +6.9% | +7.0% |
| 7D | -21.1% | +2.0% | -23.1% | -21.6% |
| 30D | -46.7% | -20.0% | -26.7% | -42.2% |
| 3M | -52.0% | -31.8% | -20.2% | -45.0% |
| 6M | -54.3% | -15.9% | -38.4% | -52.0% |
| YTD | -55.5% | -40.6% | -14.9% | -47.5% |
| 1Y | -50.5% | -50.7% | +0.2% | -37.4% |
| 3Y | +706.2% | +70.3% | +635.9% | +561.1% |
| 5Y | +165.2% | -78.8% | +244.1% | +230.0% |
| All | +230.9% | +151.4% | +79.5% | +228.5% |
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