+174.0%
ASTS vs SIMO
+154.7%
+19.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.2% | +2.9% | +5.4% |
| 7D | -21.1% | -22.0% | +0.9% | -12.7% |
| 30D | -46.7% | -43.0% | -3.6% | -33.9% |
| 3M | -52.0% | -39.1% | -12.9% | -43.1% |
| 6M | -54.3% | -33.3% | -21.0% | -48.0% |
| YTD | -55.5% | +77.0% | -132.5% | -70.4% |
| 1Y | -50.5% | +73.0% | -123.5% | -66.4% |
| 3Y | +706.2% | +215.7% | +490.5% | +293.4% |
| All | +174.0% | +154.7% | +19.3% | +34.4% |
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