+537.8%
ASTS vs SBAC
-13.2%
+551.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.6% |
| 7D | +7.3% | -0.8% | +8.1% | +7.5% |
| 30D | -8.9% | +6.9% | -15.8% | -10.5% |
| 3M | -41.9% | -8.2% | -33.7% | -40.9% |
| 6M | -40.6% | -1.6% | -39.0% | -41.1% |
| YTD | -14.2% | -0.1% | -14.1% | -15.8% |
| 1Y | +48.9% | -0.5% | +49.3% | +46.2% |
| 3Y | +1,461.7% | -9.1% | +1,470.7% | +1,441.5% |
| 5Y | +404.1% | -43.8% | +447.9% | +463.0% |
| All | +537.8% | -13.2% | +551.0% | +600.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling