-49.2%
ASTS vs SFM
-35.8%
-13.3%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.6% | -7.8% | -3.7% |
| 7D | -15.8% | -12.3% | -3.5% | -15.4% |
| 30D | -39.0% | -16.2% | -22.8% | -38.9% |
| 3M | -49.3% | -36.8% | -12.5% | -49.2% |
| 6M | -47.9% | -32.6% | -15.4% | -47.4% |
| YTD | -51.0% | -31.7% | -19.2% | -52.5% |
| 1Y | -49.2% | -35.0% | -14.2% | -51.2% |
| All | -49.2% | -35.8% | -13.3% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling