+209.1%
ASTS vs SIMO
+336.5%
-127.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -14.4% | -0.8% | -10.3% |
| 7D | -29.9% | -31.4% | +1.5% | -20.1% |
| 30D | -52.2% | -45.2% | -7.0% | -41.5% |
| 3M | -55.8% | -36.5% | -19.3% | -49.6% |
| 6M | -52.7% | -34.2% | -18.5% | -46.6% |
| YTD | -58.4% | +69.9% | -128.3% | -68.9% |
| 1Y | -57.1% | +60.4% | -117.5% | -67.0% |
| 3Y | +629.5% | +203.1% | +426.3% | +338.0% |
| 5Y | +147.7% | +145.4% | +2.3% | +56.2% |
| All | +209.1% | +336.5% | -127.4% | +90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling