+209.1%
ASTS vs SGI
+213.4%
-4.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.8% | -12.4% | -14.3% |
| 7D | -29.9% | +5.3% | -35.2% | -31.2% |
| 30D | -52.2% | +8.2% | -60.3% | -53.5% |
| 3M | -55.8% | -2.2% | -53.6% | -55.7% |
| 6M | -52.7% | -8.4% | -44.3% | -51.6% |
| YTD | -58.4% | -23.4% | -35.0% | -55.3% |
| 1Y | -57.1% | -14.0% | -43.1% | -55.6% |
| 3Y | +629.5% | +78.8% | +550.7% | +519.9% |
| 5Y | +147.7% | +58.6% | +89.1% | +102.4% |
| All | +209.1% | +213.4% | -4.3% | +151.8% |
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