+537.8%
ASTS vs SRE
+42.9%
+494.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +7.3% | -0.3% | +7.7% | +7.3% |
| 30D | -8.9% | -0.7% | -8.1% | -9.0% |
| 3M | -41.9% | -6.3% | -35.6% | -41.4% |
| 6M | -40.6% | -10.7% | -29.9% | -39.2% |
| YTD | -14.2% | -3.5% | -10.7% | -13.9% |
| 1Y | +48.9% | +5.3% | +43.6% | +46.7% |
| 3Y | +1,461.7% | +31.8% | +1,429.9% | +1,367.8% |
| 5Y | +404.1% | +47.4% | +356.8% | +376.5% |
| All | +537.8% | +42.9% | +494.9% | +495.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling