+653.1%
ASTS vs SIMO
+202.0%
+451.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -14.4% | -0.8% | -9.6% |
| 7D | -29.9% | -31.4% | +1.5% | -18.8% |
| 30D | -52.2% | -45.2% | -7.0% | -40.2% |
| 3M | -55.8% | -36.5% | -19.3% | -48.8% |
| 6M | -52.7% | -34.2% | -18.5% | -45.8% |
| YTD | -58.4% | +69.9% | -128.3% | -72.9% |
| 1Y | -57.1% | +60.4% | -117.5% | -70.6% |
| All | +653.1% | +202.0% | +451.1% | +175.2% |
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 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