+209.1%
ASTS vs SFM
+164.3%
+44.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -5.1% | -10.1% | -14.6% |
| 7D | -29.9% | +7.5% | -37.4% | -30.6% |
| 30D | -52.2% | -20.8% | -31.3% | -51.1% |
| 3M | -55.8% | -39.4% | -16.5% | -53.4% |
| 6M | -52.7% | -34.5% | -18.2% | -50.8% |
| YTD | -58.4% | -35.2% | -23.2% | -56.8% |
| 1Y | -57.1% | -35.3% | -21.8% | -55.6% |
| 3Y | +629.5% | +23.9% | +605.5% | +652.2% |
| 5Y | +147.7% | +113.8% | +33.9% | +150.1% |
| All | +209.1% | +164.3% | +44.8% | +213.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling