+244.8%
ASTS vs SMTC
+122.7%
+122.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.5% | -6.1% | -7.7% |
| 7D | -9.3% | -10.9% | +1.6% | -5.0% |
| 30D | -33.9% | -39.4% | +5.5% | -20.2% |
| 3M | -51.0% | -13.5% | -37.5% | -49.9% |
| 6M | -55.1% | -6.8% | -48.3% | -55.7% |
| YTD | -53.6% | +54.0% | -107.6% | -62.8% |
| 1Y | -51.0% | +50.8% | -101.7% | -60.1% |
| 3Y | +681.7% | +677.3% | +4.3% | +179.3% |
| 5Y | +182.4% | +28.7% | +153.7% | +85.4% |
| All | +244.8% | +122.7% | +122.2% | +116.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling