+274.8%
ASTS vs SNAP
-64.6%
+339.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +6.8% | +1.9% | +6.7% |
| 7D | +2.8% | -9.8% | +12.6% | +6.3% |
| 30D | -28.8% | -18.2% | -10.6% | -24.5% |
| 3M | -48.9% | -3.1% | -45.8% | -48.7% |
| 6M | -55.6% | -7.1% | -48.5% | -55.0% |
| YTD | -49.6% | -33.8% | -15.8% | -44.5% |
| 1Y | -46.1% | -39.0% | -7.0% | -39.2% |
| 3Y | +749.7% | -52.8% | +802.5% | +862.2% |
| 5Y | +193.2% | -90.0% | +283.2% | +290.0% |
| All | +274.8% | -64.6% | +339.4% | +398.0% |
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