+274.8%
ASTS vs SBAC
-12.9%
+287.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.7% | +9.4% | +8.9% |
| 7D | +2.8% | -2.8% | +5.6% | +3.5% |
| 30D | -28.8% | +3.1% | -32.0% | -29.5% |
| 3M | -48.9% | +5.1% | -54.0% | -49.7% |
| 6M | -55.6% | -11.4% | -44.2% | -54.7% |
| YTD | -49.6% | +0.2% | -49.8% | -50.7% |
| 1Y | -46.1% | -3.9% | -42.1% | -46.6% |
| 3Y | +749.7% | -7.7% | +757.3% | +732.4% |
| 5Y | +193.2% | -39.7% | +232.9% | +224.9% |
| All | +274.8% | -12.9% | +287.8% | +310.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling