+793.2%
ASTS vs SE
+74.2%
+719.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +2.9% | +11.2% | +12.5% |
| 7D | +1.5% | +3.3% | -1.7% | +0.2% |
| 30D | -27.6% | -18.2% | -9.5% | -19.4% |
| 3M | -48.7% | -31.3% | -17.5% | -38.0% |
| 6M | -50.8% | -10.1% | -40.7% | -49.5% |
| YTD | -49.2% | -38.9% | -10.3% | -36.0% |
| 1Y | -46.7% | -48.0% | +1.3% | -26.0% |
| 3Y | +793.2% | +78.8% | +714.4% | +518.2% |
| All | +793.2% | +74.2% | +719.0% | +518.2% |
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