-16.1%
SMH vs ASTS
-56.8%
+40.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.7% | +7.9% | +1.4% |
| 7D | -6.7% | -9.3% | +2.6% | -4.7% |
| 30D | -19.8% | -33.9% | +14.1% | -12.6% |
| 3M | -15.1% | -51.0% | +35.9% | -2.1% |
| All | -16.1% | -56.8% | +40.7% | -3.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling