-46.1%
ASTS vs SNAP
-38.5%
-7.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +6.8% | +1.9% | +5.4% |
| 7D | +2.8% | -9.8% | +12.6% | +8.4% |
| 30D | -28.8% | -18.2% | -10.6% | -21.6% |
| 3M | -48.9% | -3.1% | -45.8% | -48.7% |
| 6M | -55.6% | -7.1% | -48.5% | -54.5% |
| YTD | -49.6% | -33.8% | -15.8% | -28.1% |
| 1Y | -46.1% | -39.0% | -7.0% | -13.2% |
| All | -46.1% | -38.5% | -7.6% | -13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling