+653.1%
ASTS vs SNAP
-52.6%
+705.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -14.0% | -1.2% | -9.5% |
| 7D | -29.9% | -10.4% | -19.5% | -26.6% |
| 30D | -52.2% | -11.9% | -40.2% | -49.7% |
| 3M | -55.8% | -4.5% | -51.3% | -55.5% |
| 6M | -52.7% | -16.7% | -36.0% | -49.9% |
| YTD | -58.4% | -36.9% | -21.5% | -51.7% |
| 1Y | -57.1% | -30.3% | -26.8% | -52.1% |
| All | +653.1% | -52.6% | +705.7% | +1,234.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling