+537.8%
ASTS vs SFM
+317.0%
+220.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | -0.1% |
| 7D | +7.3% | -0.1% | +7.4% | +7.3% |
| 30D | -8.9% | -4.4% | -4.5% | -8.5% |
| 3M | -41.9% | +1.5% | -43.4% | -42.2% |
| 6M | -40.6% | +6.5% | -47.1% | -41.6% |
| YTD | -14.2% | +2.2% | -16.4% | -15.3% |
| 1Y | +48.9% | -41.9% | +90.7% | +59.5% |
| 3Y | +1,461.7% | +106.8% | +1,354.9% | +1,428.1% |
| 5Y | +404.1% | +231.6% | +172.6% | +383.4% |
| All | +537.8% | +317.0% | +220.8% | +514.9% |
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