+653.1%
ASTS vs SNPS
-9.8%
+662.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.9% | -10.3% | -13.1% |
| 7D | -29.9% | -10.2% | -19.7% | -26.4% |
| 30D | -52.2% | -12.8% | -39.3% | -49.1% |
| 3M | -55.8% | +9.9% | -65.7% | -57.7% |
| 6M | -52.7% | -12.4% | -40.3% | -50.2% |
| YTD | -58.4% | -6.3% | -52.2% | -57.8% |
| 1Y | -57.1% | +7.6% | -64.7% | -58.4% |
| All | +653.1% | -9.8% | +662.9% | +687.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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