+828.9%
SMH vs ASTS
+576.8%
+252.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.1% | -4.9% | +0.5% |
| 7D | +5.2% | +18.5% | -13.3% | +3.2% |
| 30D | -1.5% | -8.1% | +6.6% | -0.8% |
| 3M | -4.1% | -28.2% | +24.1% | -1.6% |
| 6M | +50.8% | -26.1% | +76.9% | +52.4% |
| YTD | +59.3% | -9.0% | +68.3% | +55.8% |
| 1Y | +94.1% | +62.2% | +31.9% | +76.5% |
| 3Y | +286.7% | +1,621.9% | -1,335.2% | +152.6% |
| 5Y | +339.4% | +457.0% | -117.6% | +200.9% |
| All | +828.9% | +576.8% | +252.2% | +501.3% |
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