+209.1%
ASTS vs SNPS
+222.8%
-13.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.9% | -10.3% | -12.9% |
| 7D | -29.9% | -10.2% | -19.7% | -25.9% |
| 30D | -52.2% | -12.8% | -39.3% | -48.7% |
| 3M | -55.8% | +9.9% | -65.7% | -58.1% |
| 6M | -52.7% | -12.4% | -40.3% | -49.9% |
| YTD | -58.4% | -6.3% | -52.2% | -57.8% |
| 1Y | -57.1% | +7.6% | -64.7% | -59.0% |
| 3Y | +629.5% | -9.8% | +639.2% | +563.5% |
| 5Y | +147.7% | +29.2% | +118.5% | +79.0% |
| All | +209.1% | +222.8% | -13.7% | +102.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling