+689.2%
SMH vs ASTS
+277.6%
+411.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +14.1% | -9.1% | +3.4% |
| 7D | -4.1% | +1.5% | -5.7% | -4.3% |
| 30D | -19.2% | -27.6% | +8.4% | -16.4% |
| 3M | -16.4% | -48.7% | +32.4% | -10.4% |
| 6M | -14.0% | -50.8% | +36.9% | -8.6% |
| YTD | +35.3% | -49.2% | +84.6% | +40.7% |
| 1Y | +40.4% | -46.7% | +87.1% | +44.1% |
| 3Y | +226.8% | +793.2% | -566.4% | +130.8% |
| 5Y | +232.3% | +195.6% | +36.7% | +143.3% |
| All | +689.2% | +277.6% | +411.6% | +443.1% |
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