+431.2%
ASTS vs SIMO
+269.6%
+161.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.7% | -8.4% | -3.1% |
| 7D | +7.3% | +4.2% | +3.1% | +5.6% |
| 30D | -8.9% | +4.1% | -13.0% | -11.3% |
| 3M | -41.9% | -12.9% | -29.0% | -40.1% |
| 6M | -40.6% | +110.3% | -150.9% | -58.9% |
| YTD | -14.2% | +178.6% | -192.8% | -51.3% |
| 1Y | +48.9% | +220.0% | -171.1% | -21.0% |
| 3Y | +1,461.7% | +409.0% | +1,052.6% | +544.7% |
| All | +431.2% | +269.6% | +161.6% | +136.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling