+277.6%
ASTS vs SRE
+35.0%
+242.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +0.8% | +13.3% | +13.9% |
| 7D | +1.5% | -8.4% | +9.9% | +3.9% |
| 30D | -27.6% | -3.2% | -24.5% | -27.0% |
| 3M | -48.7% | -5.3% | -43.4% | -48.2% |
| 6M | -50.8% | -12.6% | -38.2% | -49.4% |
| YTD | -49.2% | -8.8% | -40.4% | -48.3% |
| 1Y | -46.7% | -13.4% | -33.3% | -45.0% |
| 3Y | +793.2% | +24.4% | +768.8% | +751.7% |
| 5Y | +195.6% | +47.3% | +148.3% | +182.6% |
| All | +277.6% | +35.0% | +242.5% | +257.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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