+653.1%
ASTS vs SE
+64.7%
+588.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -5.7% | -9.5% | -12.2% |
| 7D | -29.9% | -1.2% | -28.7% | -29.3% |
| 30D | -52.2% | -21.7% | -30.5% | -45.6% |
| 3M | -55.8% | -34.2% | -21.7% | -45.4% |
| 6M | -52.7% | -10.5% | -42.2% | -51.4% |
| YTD | -58.4% | -40.7% | -17.7% | -46.9% |
| 1Y | -57.1% | -52.1% | -5.0% | -37.7% |
| All | +653.1% | +64.7% | +588.4% | +433.0% |
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