+195.6%
ASTS vs SBAC
-40.7%
+236.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +0.5% | +13.6% | +13.9% |
| 7D | +1.5% | +3.0% | -1.4% | +0.5% |
| 30D | -27.6% | +4.3% | -31.9% | -28.7% |
| 3M | -48.7% | +4.1% | -52.9% | -49.7% |
| 6M | -50.8% | -11.6% | -39.2% | -49.3% |
| YTD | -49.2% | +0.4% | -49.6% | -50.9% |
| 1Y | -46.7% | -1.1% | -45.6% | -48.0% |
| 3Y | +793.2% | -7.3% | +800.5% | +754.6% |
| 5Y | +195.6% | -40.8% | +236.4% | +279.9% |
| All | +195.6% | -40.7% | +236.3% | +279.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling