+1,505.9%
ASTS vs SE
+197.9%
+1,308.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.7% |
| 7D | +7.3% | -6.1% | +13.4% | +10.7% |
| 30D | -8.9% | -2.5% | -6.4% | -8.4% |
| 3M | -41.9% | +21.7% | -63.6% | -47.7% |
| 6M | -40.6% | +27.0% | -67.6% | -49.0% |
| YTD | -14.2% | -12.1% | -2.1% | -11.1% |
| 1Y | +48.9% | -40.9% | +89.8% | +92.5% |
| All | +1,505.9% | +197.9% | +1,308.1% | +831.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling