+431.2%
ASTS vs SNAP
-92.8%
+524.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +1.7% |
| 7D | +7.3% | +0.7% | +6.6% | +7.2% |
| 30D | -8.9% | +2.6% | -11.5% | -10.2% |
| 3M | -41.9% | -9.9% | -32.0% | -40.3% |
| 6M | -40.6% | +1.9% | -42.5% | -42.2% |
| YTD | -14.2% | -32.2% | +18.0% | -4.2% |
| 1Y | +48.9% | -22.8% | +71.7% | +58.6% |
| 3Y | +1,461.7% | -47.6% | +1,509.3% | +1,638.5% |
| All | +431.2% | -92.8% | +524.0% | +779.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling