+277.6%
ASTS vs SFM
+154.0%
+123.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +1.0% | +13.1% | +14.0% |
| 7D | +1.5% | -10.2% | +11.8% | +2.8% |
| 30D | -27.6% | -23.9% | -3.7% | -25.7% |
| 3M | -48.7% | -42.3% | -6.5% | -45.6% |
| 6M | -50.8% | -40.1% | -10.7% | -48.2% |
| YTD | -49.2% | -37.8% | -11.4% | -47.0% |
| 1Y | -46.7% | -37.1% | -9.6% | -44.7% |
| 3Y | +793.2% | +21.5% | +771.7% | +823.7% |
| 5Y | +195.6% | +103.8% | +91.8% | +199.6% |
| All | +277.6% | +154.0% | +123.6% | +284.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling