+230.9%
ASTS vs SEI
+612.9%
-382.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +14.3% | -7.2% | +3.4% |
| 7D | -21.1% | -18.3% | -2.8% | -17.0% |
| 30D | -46.7% | -24.4% | -22.2% | -43.1% |
| 3M | -52.0% | +1.5% | -53.5% | -52.6% |
| 6M | -54.3% | -25.1% | -29.1% | -51.5% |
| YTD | -55.5% | +26.4% | -81.9% | -57.9% |
| 1Y | -50.5% | +8.9% | -59.4% | -51.7% |
| 3Y | +706.2% | +586.7% | +119.6% | +463.0% |
| 5Y | +165.2% | +717.9% | -552.7% | +79.0% |
| All | +230.9% | +612.9% | -382.0% | +124.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling