+230.9%
ASTS vs SM
+319.9%
-89.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.0% | +6.1% | +7.0% |
| 7D | -21.1% | -25.9% | +4.8% | -19.4% |
| 30D | -46.7% | -15.1% | -31.6% | -46.1% |
| 3M | -52.0% | +4.9% | -56.9% | -52.3% |
| 6M | -54.3% | +6.1% | -60.4% | -54.8% |
| YTD | -55.5% | +63.4% | -118.9% | -57.7% |
| 1Y | -50.5% | +72.5% | -122.9% | -53.2% |
| 3Y | +706.2% | -16.9% | +723.1% | +696.7% |
| 5Y | +165.2% | -10.6% | +175.9% | +160.5% |
| All | +230.9% | +319.9% | -89.0% | +229.0% |
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