+1,505.9%
ASTS vs SFM
+108.0%
+1,398.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | -0.5% |
| 7D | +7.3% | -0.1% | +7.4% | +7.3% |
| 30D | -8.9% | -4.4% | -4.5% | -8.2% |
| 3M | -41.9% | +1.5% | -43.4% | -42.6% |
| 6M | -40.6% | +6.5% | -47.1% | -42.7% |
| YTD | -14.2% | +2.2% | -16.4% | -16.4% |
| 1Y | +48.9% | -41.9% | +90.7% | +79.6% |
| All | +1,505.9% | +108.0% | +1,398.0% | +1,143.8% |
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