+777.6%
ASTS vs SMR
-3.5%
+781.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +7.3% | +4.4% | +2.9% | +6.0% |
| 30D | -8.9% | +3.4% | -12.3% | -9.9% |
| 3M | -41.9% | -19.2% | -22.8% | -38.1% |
| 6M | -40.6% | -22.6% | -17.9% | -36.4% |
| YTD | -14.2% | -31.5% | +17.3% | -3.9% |
| 1Y | +48.9% | -73.1% | +121.9% | +106.1% |
| 3Y | +1,461.7% | +55.0% | +1,406.7% | +1,230.0% |
| All | +777.6% | -3.5% | +781.1% | +681.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling