+230.9%
ASTS vs SMTC
+102.5%
+128.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +12.7% | -5.7% | +2.0% |
| 7D | -21.1% | -19.0% | -2.1% | -14.3% |
| 30D | -46.7% | -46.7% | 0.0% | -32.4% |
| 3M | -52.0% | -23.4% | -28.6% | -48.6% |
| 6M | -54.3% | -13.4% | -40.9% | -53.6% |
| YTD | -55.5% | +40.1% | -95.5% | -63.1% |
| 1Y | -50.5% | +47.7% | -98.1% | -59.3% |
| 3Y | +706.2% | +606.9% | +99.3% | +198.0% |
| 5Y | +165.2% | +14.4% | +150.8% | +81.3% |
| All | +230.9% | +102.5% | +128.4% | +115.5% |
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 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