+62.2%
ASTS vs SMR
-68.0%
+130.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +15.3% | -9.1% | -3.2% |
| 7D | +18.5% | +21.4% | -2.9% | +4.9% |
| 30D | -8.1% | +13.8% | -21.9% | -16.1% |
| 3M | -28.2% | +3.9% | -32.1% | -31.4% |
| 6M | -26.1% | -4.2% | -21.9% | -28.1% |
| YTD | -9.0% | -21.1% | +12.1% | +2.3% |
| 1Y | +62.2% | -67.1% | +129.2% | +177.8% |
| All | +62.2% | -68.0% | +130.2% | +177.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling