+230.9%
ASTS vs SRE
+34.0%
+196.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.1% | +9.1% | +7.6% |
| 7D | -21.1% | -9.2% | -11.9% | -19.1% |
| 30D | -46.7% | -1.9% | -44.8% | -46.4% |
| 3M | -52.0% | -6.5% | -45.5% | -51.3% |
| 6M | -54.3% | -15.2% | -39.0% | -52.6% |
| YTD | -55.5% | -9.5% | -46.0% | -54.6% |
| 1Y | -50.5% | -13.2% | -37.3% | -48.9% |
| 3Y | +706.2% | +19.5% | +686.8% | +674.4% |
| 5Y | +165.2% | +43.6% | +121.6% | +154.3% |
| All | +230.9% | +34.0% | +196.9% | +214.0% |
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