+244.8%
ASTS vs SRE
+34.4%
+210.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.5% | -8.2% | -8.6% |
| 7D | -9.3% | -8.2% | -1.1% | -7.3% |
| 30D | -33.9% | -3.6% | -30.3% | -33.2% |
| 3M | -51.0% | -6.3% | -44.8% | -50.3% |
| 6M | -55.1% | -13.0% | -42.1% | -53.8% |
| YTD | -53.6% | -9.2% | -44.4% | -52.7% |
| 1Y | -51.0% | -13.1% | -37.8% | -49.4% |
| 3Y | +681.7% | +22.4% | +659.2% | +647.7% |
| 5Y | +182.4% | +47.1% | +135.3% | +170.3% |
| All | +244.8% | +34.4% | +210.5% | +227.1% |
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