+174.0%
ASTS vs SMTC
+13.5%
+160.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +12.7% | -5.7% | +1.5% |
| 7D | -21.1% | -19.0% | -2.1% | -13.6% |
| 30D | -46.7% | -46.7% | 0.0% | -30.9% |
| 3M | -52.0% | -23.4% | -28.6% | -48.4% |
| 6M | -54.3% | -13.4% | -40.9% | -53.9% |
| YTD | -55.5% | +40.1% | -95.5% | -64.2% |
| 1Y | -50.5% | +47.7% | -98.1% | -60.6% |
| 3Y | +706.2% | +606.9% | +99.3% | +128.6% |
| All | +174.0% | +13.5% | +160.5% | +143.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling