+233.7%
ASTS vs SIMO
+374.8%
-141.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -5.6% | +0.1% | -3.5% |
| 7D | +0.8% | +4.1% | -3.3% | -0.2% |
| 30D | -22.6% | -24.0% | +1.3% | -14.8% |
| 3M | -54.4% | -31.8% | -22.7% | -48.7% |
| 6M | -56.4% | -36.9% | -19.5% | -50.3% |
| YTD | -55.1% | +84.8% | -139.9% | -67.3% |
| 1Y | -46.9% | +99.0% | -145.9% | -62.3% |
| 3Y | +715.0% | +217.9% | +497.1% | +382.3% |
| 5Y | +153.7% | +171.5% | -17.8% | +55.7% |
| All | +233.7% | +374.8% | -141.1% | +100.5% |
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