+419.6%
ASTS vs SMR
-45.9%
+465.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +7.1% | +7.0% | +11.9% |
| 7D | +1.5% | +1.7% | -0.1% | +1.3% |
| 30D | -27.6% | -24.4% | -3.2% | -20.6% |
| 3M | -48.7% | -44.6% | -4.1% | -38.5% |
| 6M | -50.8% | -56.7% | +5.8% | -36.5% |
| YTD | -49.2% | -61.6% | +12.4% | -31.9% |
| 1Y | -46.7% | -82.1% | +35.4% | -14.1% |
| 3Y | +793.2% | +161.5% | +631.7% | +652.0% |
| All | +419.6% | -45.9% | +465.4% | +453.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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