+230.9%
ASTS vs SNAP
-67.1%
+298.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.6% | +9.6% | +7.8% |
| 7D | -21.1% | -7.1% | -14.0% | -19.4% |
| 30D | -46.7% | -14.6% | -32.1% | -44.3% |
| 3M | -52.0% | -5.0% | -47.0% | -51.6% |
| 6M | -54.3% | -18.8% | -35.4% | -51.9% |
| YTD | -55.5% | -38.5% | -16.9% | -50.0% |
| 1Y | -50.5% | -38.1% | -12.4% | -44.4% |
| 3Y | +706.2% | -53.8% | +760.0% | +819.5% |
| 5Y | +165.2% | -90.7% | +255.9% | +259.7% |
| All | +230.9% | -67.1% | +298.0% | +348.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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