+209.1%
ASTS vs SE
+151.1%
+58.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -5.7% | -9.5% | -13.1% |
| 7D | -29.9% | -1.2% | -28.7% | -29.5% |
| 30D | -52.2% | -21.7% | -30.5% | -47.7% |
| 3M | -55.8% | -34.2% | -21.7% | -48.7% |
| 6M | -52.7% | -10.5% | -42.2% | -51.4% |
| YTD | -58.4% | -40.7% | -17.7% | -50.9% |
| 1Y | -57.1% | -52.1% | -5.0% | -45.1% |
| 3Y | +629.5% | +68.9% | +560.6% | +499.8% |
| 5Y | +147.7% | -78.9% | +226.6% | +208.4% |
| All | +209.1% | +151.1% | +58.0% | +207.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling