+1,505.9%
ASTS vs SRE
+32.1%
+1,473.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +7.3% | -0.3% | +7.7% | +7.3% |
| 30D | -8.9% | -0.7% | -8.1% | -9.1% |
| 3M | -41.9% | -6.3% | -35.6% | -41.0% |
| 6M | -40.6% | -10.7% | -29.9% | -38.2% |
| YTD | -14.2% | -3.5% | -10.7% | -14.0% |
| 1Y | +48.9% | +5.3% | +43.6% | +44.9% |
| All | +1,505.9% | +32.1% | +1,473.9% | +1,443.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling