+48.9%
ASTS vs SMTC
+154.8%
-105.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.2% | -8.9% | -4.6% |
| 7D | +7.3% | +12.7% | -5.4% | +0.4% |
| 30D | -8.9% | +22.0% | -30.8% | -20.4% |
| 3M | -41.9% | -12.7% | -29.2% | -40.3% |
| 6M | -40.6% | +64.8% | -105.4% | -58.2% |
| YTD | -14.2% | +100.7% | -114.9% | -47.5% |
| 1Y | +48.9% | +146.9% | -98.0% | -8.9% |
| All | +48.9% | +154.8% | -105.9% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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