+1,799.0%
SMCI vs ASTS
+538.9%
+1,260.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.6% | +2.3% | -2.6% |
| 7D | +5.2% | 0.0% | +5.2% | +5.2% |
| 30D | +23.7% | -9.2% | +33.0% | +25.2% |
| 3M | -4.2% | -29.6% | +25.4% | -0.9% |
| 6M | +21.7% | -30.5% | +52.2% | +25.1% |
| YTD | +33.0% | -14.1% | +47.1% | +32.0% |
| 1Y | -9.3% | +69.1% | -78.4% | -16.9% |
| 3Y | +38.7% | +1,525.5% | -1,486.8% | +7.2% |
| 5Y | +967.2% | +425.9% | +541.3% | +752.2% |
| All | +1,799.0% | +538.9% | +1,260.1% | +1,195.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 ASTS 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