+195.6%
ASTS vs SM
-13.5%
+209.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | -2.7% | +16.8% | +14.7% |
| 7D | +1.5% | -22.3% | +23.8% | +7.4% |
| 30D | -27.6% | -21.4% | -6.3% | -23.7% |
| 3M | -48.7% | +1.4% | -50.1% | -49.7% |
| 6M | -50.8% | +0.1% | -51.0% | -52.7% |
| YTD | -49.2% | +59.0% | -108.2% | -58.6% |
| 1Y | -46.7% | +64.3% | -111.0% | -57.1% |
| 3Y | +793.2% | -13.1% | +806.4% | +742.5% |
| 5Y | +195.6% | -13.9% | +209.5% | +170.3% |
| All | +195.6% | -13.5% | +209.1% | +170.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling