+48.9%
ASTS vs SM
+37.6%
+11.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.1% |
| 7D | +7.3% | +0.1% | +7.2% | +7.4% |
| 30D | -8.9% | +26.3% | -35.2% | -7.2% |
| 3M | -41.9% | +8.7% | -50.6% | -40.6% |
| 6M | -40.6% | +51.7% | -92.3% | -42.7% |
| YTD | -14.2% | +99.0% | -113.3% | -23.0% |
| 1Y | +48.9% | +34.6% | +14.3% | +45.6% |
| All | +48.9% | +37.6% | +11.3% | +45.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling