+1,505.9%
ASTS vs SM
-7.7%
+1,513.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.8% |
| 7D | +7.3% | +0.1% | +7.2% | +7.3% |
| 30D | -8.9% | +26.3% | -35.2% | -13.4% |
| 3M | -41.9% | +8.7% | -50.6% | -43.3% |
| 6M | -40.6% | +51.7% | -92.3% | -49.0% |
| YTD | -14.2% | +99.0% | -113.3% | -33.7% |
| 1Y | +48.9% | +34.6% | +14.3% | +31.5% |
| All | +1,505.9% | -7.7% | +1,513.7% | +1,452.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling