+209.1%
ASTS vs SM
+315.9%
-106.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.6% | -10.6% | -14.9% |
| 7D | -29.9% | -25.1% | -4.7% | -28.5% |
| 30D | -52.2% | -15.6% | -36.6% | -51.6% |
| 3M | -55.8% | +2.7% | -58.5% | -56.0% |
| 6M | -52.7% | -3.8% | -48.9% | -53.0% |
| YTD | -58.4% | +61.8% | -120.3% | -60.5% |
| 1Y | -57.1% | +71.4% | -128.5% | -59.4% |
| 3Y | +629.5% | -20.7% | +650.2% | +622.6% |
| 5Y | +147.7% | -11.5% | +159.3% | +143.5% |
| All | +209.1% | +315.9% | -106.7% | +207.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling