+431.2%
ASTS vs SE
-68.6%
+499.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.7% |
| 7D | +7.3% | -6.1% | +13.4% | +10.2% |
| 30D | -8.9% | -2.5% | -6.4% | -8.4% |
| 3M | -41.9% | +21.7% | -63.6% | -46.7% |
| 6M | -40.6% | +27.0% | -67.6% | -47.5% |
| YTD | -14.2% | -12.1% | -2.1% | -12.1% |
| 1Y | +48.9% | -40.9% | +89.8% | +81.2% |
| 3Y | +1,461.7% | +191.0% | +1,270.7% | +863.8% |
| All | +431.2% | -68.6% | +499.9% | +624.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling