+653.6%
ASTS vs SN
+659.6%
-6.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.7% | +4.4% | +6.0% |
| 7D | -21.1% | +7.2% | -28.3% | -23.4% |
| 30D | -46.7% | +20.4% | -67.1% | -50.6% |
| 3M | -52.0% | +23.9% | -75.9% | -56.1% |
| 6M | -54.3% | +93.0% | -147.3% | -65.4% |
| YTD | -55.5% | +99.2% | -154.7% | -67.3% |
| 1Y | -50.5% | +142.6% | -193.1% | -66.4% |
| 3Y | +706.2% | +398.8% | +307.4% | +327.4% |
| All | +653.6% | +659.6% | -6.0% | +294.9% |
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