+209.1%
ASTS vs SNAP
-66.3%
+275.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -14.0% | -1.2% | -11.2% |
| 7D | -29.9% | -10.4% | -19.5% | -27.6% |
| 30D | -52.2% | -11.9% | -40.2% | -50.4% |
| 3M | -55.8% | -4.5% | -51.3% | -55.5% |
| 6M | -52.7% | -16.7% | -36.0% | -50.7% |
| YTD | -58.4% | -36.9% | -21.5% | -53.6% |
| 1Y | -57.1% | -30.3% | -26.8% | -53.5% |
| 3Y | +629.5% | -52.5% | +682.0% | +726.2% |
| 5Y | +147.7% | -90.4% | +238.2% | +233.7% |
| All | +209.1% | -66.3% | +275.4% | +316.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling