+209.1%
ASTS vs SBAC
-11.5%
+220.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -1.2% | -14.0% | -14.9% |
| 7D | -29.9% | +4.4% | -34.3% | -30.6% |
| 30D | -52.2% | +13.8% | -65.9% | -53.8% |
| 3M | -55.8% | +9.0% | -64.8% | -56.9% |
| 6M | -52.7% | -10.0% | -42.7% | -51.9% |
| YTD | -58.4% | +1.8% | -60.2% | -59.5% |
| 1Y | -57.1% | +1.1% | -58.2% | -58.0% |
| 3Y | +629.5% | -9.5% | +639.0% | +621.8% |
| 5Y | +147.7% | -39.0% | +186.7% | +173.7% |
| All | +209.1% | -11.5% | +220.6% | +237.0% |
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 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