+253.1%
ASTS vs SM
+359.9%
-106.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.2% | -11.0% | -6.1% |
| 7D | +14.2% | +10.6% | +3.6% | +13.4% |
| 30D | -26.7% | -15.0% | -11.7% | -25.9% |
| 3M | -53.6% | +1.7% | -55.2% | -53.8% |
| 6M | -52.7% | +5.9% | -58.6% | -53.3% |
| YTD | -52.5% | +79.0% | -131.5% | -55.2% |
| 1Y | -46.5% | +84.7% | -131.2% | -49.7% |
| 3Y | +700.5% | -3.5% | +703.9% | +683.7% |
| 5Y | +168.5% | +4.9% | +163.5% | +161.7% |
| All | +253.1% | +359.9% | -106.8% | +248.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling