+431.2%
ASTS vs SITM
+170.8%
+260.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.5% | -6.3% | -2.2% |
| 7D | +7.3% | +9.7% | -2.4% | +3.7% |
| 30D | -8.9% | +12.7% | -21.6% | -14.6% |
| 3M | -41.9% | -13.4% | -28.5% | -39.9% |
| 6M | -40.6% | +59.6% | -100.2% | -52.8% |
| YTD | -14.2% | +73.3% | -87.5% | -36.2% |
| 1Y | +48.9% | +165.5% | -116.7% | -8.0% |
| 3Y | +1,461.7% | +368.7% | +1,092.9% | +597.3% |
| All | +431.2% | +170.8% | +260.4% | +137.3% |
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