+706.2%
ASTS vs SFM
+18.5%
+687.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.8% | +11.9% | +7.9% |
| 7D | -21.1% | -1.2% | -19.9% | -21.2% |
| 30D | -46.7% | -24.8% | -21.9% | -44.2% |
| 3M | -52.0% | -43.7% | -8.3% | -46.4% |
| 6M | -54.3% | -37.3% | -17.0% | -50.7% |
| YTD | -55.5% | -38.4% | -17.1% | -52.2% |
| 1Y | -50.5% | -36.9% | -13.6% | -47.7% |
| 3Y | +706.2% | +20.7% | +685.6% | +667.0% |
| All | +706.2% | +18.5% | +687.7% | +667.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling