+174.0%
ASTS vs SITM
+42.2%
+131.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +17.4% | -10.4% | +0.3% |
| 7D | -21.1% | -6.7% | -14.3% | -18.8% |
| 30D | -46.7% | -37.3% | -9.4% | -36.3% |
| 3M | -52.0% | -39.4% | -12.6% | -42.4% |
| 6M | -54.3% | -33.1% | -21.1% | -49.1% |
| YTD | -55.5% | +18.0% | -73.5% | -61.9% |
| 1Y | -50.5% | +22.7% | -73.2% | -58.0% |
| 3Y | +706.2% | +283.8% | +422.4% | +288.6% |
| All | +174.0% | +42.2% | +131.7% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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