+277.6%
ASTS vs SIMO
+382.0%
-104.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +5.7% | +8.4% | +12.1% |
| 7D | +1.5% | -8.2% | +9.7% | +5.0% |
| 30D | -27.6% | -34.6% | +7.0% | -16.4% |
| 3M | -48.7% | -32.6% | -16.1% | -42.3% |
| 6M | -50.8% | -31.8% | -19.0% | -45.3% |
| YTD | -49.2% | +87.6% | -136.8% | -63.3% |
| 1Y | -46.7% | +86.7% | -133.4% | -61.1% |
| 3Y | +793.2% | +227.4% | +565.8% | +422.6% |
| 5Y | +195.6% | +173.0% | +22.6% | +80.3% |
| All | +277.6% | +382.0% | -104.4% | +125.2% |
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