+1,505.9%
ASTS vs SIMO
+418.6%
+1,087.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.7% | -8.4% | -3.0% |
| 7D | +7.3% | +4.2% | +3.1% | +5.6% |
| 30D | -8.9% | +4.1% | -13.0% | -11.2% |
| 3M | -41.9% | -12.9% | -29.0% | -40.2% |
| 6M | -40.6% | +110.3% | -150.9% | -58.2% |
| YTD | -14.2% | +178.6% | -192.8% | -53.0% |
| 1Y | +48.9% | +220.0% | -171.1% | -25.8% |
| All | +1,505.9% | +418.6% | +1,087.4% | +421.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling