+253.1%
ASTS vs SBAC
-13.9%
+267.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.2% | -4.6% | -5.5% |
| 7D | +14.2% | -2.7% | +17.0% | +14.9% |
| 30D | -26.7% | +3.3% | -30.0% | -27.4% |
| 3M | -53.6% | +3.3% | -56.9% | -54.1% |
| 6M | -52.7% | -10.9% | -41.8% | -51.8% |
| YTD | -52.5% | -1.0% | -51.5% | -53.4% |
| 1Y | -46.5% | -4.5% | -42.0% | -46.9% |
| 3Y | +700.5% | -8.7% | +709.2% | +686.5% |
| 5Y | +168.5% | -40.6% | +209.1% | +198.4% |
| All | +253.1% | -13.9% | +267.1% | +287.4% |
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