+62.2%
ASTS vs SEI
+139.3%
-77.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +16.3% | -10.2% | -4.2% |
| 7D | +18.5% | +28.8% | -10.4% | +0.4% |
| 30D | -8.1% | +10.4% | -18.4% | -14.6% |
| 3M | -28.2% | -11.4% | -16.8% | -23.6% |
| 6M | -26.1% | +31.2% | -57.3% | -41.6% |
| YTD | -9.0% | +39.7% | -48.7% | -32.6% |
| 1Y | +62.2% | +149.0% | -86.8% | -2.9% |
| All | +62.2% | +139.3% | -77.1% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SEI 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling