-49.2%
ASTS vs SBAC
+2.4%
-51.5%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.8% | -10.0% | -4.3% |
| 7D | -15.8% | +5.8% | -21.6% | -15.9% |
| 30D | -39.0% | +20.8% | -59.8% | -39.7% |
| 3M | -49.3% | +4.8% | -54.1% | -49.4% |
| 6M | -47.9% | -9.1% | -38.8% | -46.5% |
| YTD | -51.0% | +3.1% | -54.0% | -50.8% |
| 1Y | -49.2% | +2.2% | -51.3% | -49.2% |
| All | -49.2% | +2.4% | -51.5% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 1y: compounded portfolio wealth divided by compounded SBAC 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…
1y analysis · Full analysis span regression · 6 months rolling