+537.8%
ASTS vs SMTC
+190.2%
+347.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.2% | -8.9% | -3.4% |
| 7D | +7.3% | +12.7% | -5.4% | +2.2% |
| 30D | -8.9% | +22.0% | -30.8% | -17.1% |
| 3M | -41.9% | -12.7% | -29.3% | -40.5% |
| 6M | -40.6% | +64.8% | -105.4% | -52.6% |
| YTD | -14.2% | +100.7% | -114.9% | -36.7% |
| 1Y | +48.9% | +146.9% | -98.0% | +2.0% |
| 3Y | +1,461.7% | +456.8% | +1,004.8% | +543.6% |
| 5Y | +404.1% | +89.2% | +314.9% | +196.9% |
| All | +537.8% | +190.2% | +347.6% | +269.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling