+762.5%
ASTS vs SEI
+692.8%
+69.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.3% | -5.6% |
| 7D | +14.2% | +27.6% | -13.4% | +5.2% |
| 30D | -26.7% | -17.1% | -9.6% | -22.3% |
| 3M | -53.6% | +4.6% | -58.1% | -55.0% |
| 6M | -52.7% | -15.1% | -37.6% | -51.1% |
| YTD | -52.5% | +41.2% | -93.7% | -57.7% |
| 1Y | -46.5% | +37.5% | -84.0% | -51.7% |
| All | +762.5% | +692.8% | +69.7% | +458.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling