+681.7%
ASTS vs SN
+431.1%
+250.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.3% | -7.4% | -8.0% |
| 7D | -9.3% | +7.6% | -16.9% | -12.2% |
| 30D | -33.9% | +22.4% | -56.3% | -39.9% |
| 3M | -51.0% | +21.7% | -72.7% | -55.4% |
| 6M | -55.1% | +102.8% | -157.9% | -68.6% |
| YTD | -53.6% | +102.4% | -156.0% | -68.2% |
| 1Y | -51.0% | +139.0% | -189.9% | -69.1% |
| 3Y | +681.7% | +440.4% | +241.3% | +169.9% |
| All | +681.7% | +431.1% | +250.6% | +169.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling