+233.7%
ASTS vs SMTC
+124.8%
+108.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.1% | -1.4% | -3.9% |
| 7D | +0.8% | +11.0% | -10.2% | -2.9% |
| 30D | -22.6% | -28.5% | +5.9% | -12.1% |
| 3M | -54.4% | -14.2% | -40.2% | -53.1% |
| 6M | -56.4% | -18.0% | -38.4% | -54.8% |
| YTD | -55.1% | +55.5% | -110.6% | -64.1% |
| 1Y | -46.9% | +69.5% | -116.5% | -58.5% |
| 3Y | +715.0% | +699.7% | +15.3% | +188.2% |
| 5Y | +153.7% | +27.4% | +126.3% | +66.9% |
| All | +233.7% | +124.8% | +108.9% | +109.3% |
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