+537.8%
ASTS vs SGI
+222.6%
+315.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +7.3% | +8.5% | -1.2% | +4.7% |
| 30D | -8.9% | +0.7% | -9.6% | -9.1% |
| 3M | -41.9% | +0.6% | -42.5% | -42.2% |
| 6M | -40.6% | -17.9% | -22.7% | -37.1% |
| YTD | -14.2% | -21.2% | +7.0% | -8.3% |
| 1Y | +48.9% | -18.9% | +67.7% | +57.2% |
| 3Y | +1,461.7% | +52.6% | +1,409.0% | +1,277.1% |
| 5Y | +404.1% | +60.7% | +343.4% | +309.3% |
| All | +537.8% | +222.6% | +315.1% | +416.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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