+155.9%
ASTS vs SMTC
+0.6%
+155.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -17.5% | +2.3% | -7.6% |
| 7D | -29.9% | -35.0% | +5.1% | -15.5% |
| 30D | -52.2% | -53.6% | +1.4% | -34.1% |
| 3M | -55.8% | -24.5% | -31.3% | -52.4% |
| 6M | -52.7% | -19.0% | -33.7% | -50.8% |
| YTD | -58.4% | +24.2% | -82.6% | -64.7% |
| 1Y | -57.1% | +35.6% | -92.7% | -64.6% |
| 3Y | +629.5% | +521.9% | +107.6% | +119.2% |
| All | +155.9% | +0.6% | +155.3% | +139.9% |
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 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