+759.9%
ASTS vs SN
+681.9%
+78.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +2.9% | +11.2% | +12.9% |
| 7D | +1.5% | +7.6% | -6.1% | -1.3% |
| 30D | -27.6% | +24.1% | -51.7% | -33.6% |
| 3M | -48.7% | +23.7% | -72.4% | -53.0% |
| 6M | -50.8% | +105.5% | -156.4% | -63.7% |
| YTD | -49.2% | +105.1% | -154.3% | -63.0% |
| 1Y | -46.7% | +148.3% | -195.0% | -64.1% |
| 3Y | +793.2% | +438.7% | +354.6% | +366.4% |
| All | +759.9% | +681.9% | +78.0% | +345.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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