+230.9%
ASTS vs SIMO
+354.6%
-123.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.2% | +2.9% | +5.6% |
| 7D | -21.1% | -22.0% | +0.9% | -13.8% |
| 30D | -46.7% | -43.0% | -3.6% | -35.7% |
| 3M | -52.0% | -39.1% | -12.9% | -44.3% |
| 6M | -54.3% | -33.3% | -21.0% | -48.7% |
| YTD | -55.5% | +77.0% | -132.5% | -67.2% |
| 1Y | -50.5% | +73.0% | -123.5% | -63.0% |
| 3Y | +706.2% | +215.7% | +490.5% | +377.6% |
| 5Y | +165.2% | +155.6% | +9.6% | +65.0% |
| All | +230.9% | +354.6% | -123.7% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling