+683.1%
SMH vs ASTS
+244.8%
+438.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.7% | +7.9% | +0.2% |
| 7D | -6.7% | -9.3% | +2.6% | -5.7% |
| 30D | -19.8% | -33.9% | +14.1% | -16.2% |
| 3M | -15.1% | -51.0% | +35.9% | -8.5% |
| 6M | -14.6% | -55.1% | +40.5% | -8.4% |
| YTD | +34.3% | -53.6% | +87.9% | +41.0% |
| 1Y | +35.2% | -51.0% | +86.2% | +40.1% |
| 3Y | +211.7% | +681.7% | -470.0% | +123.5% |
| 5Y | +240.5% | +182.4% | +58.1% | +150.9% |
| All | +683.1% | +244.8% | +438.2% | +444.3% |
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