+244.8%
ASTS vs SYF
+139.0%
+105.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.1% | -6.6% | -7.9% |
| 7D | -9.3% | -4.2% | -5.1% | -7.8% |
| 30D | -33.9% | -1.1% | -32.8% | -33.6% |
| 3M | -51.0% | -7.9% | -43.1% | -49.4% |
| 6M | -55.1% | -1.1% | -54.0% | -55.2% |
| YTD | -53.6% | -12.6% | -41.0% | -51.6% |
| 1Y | -51.0% | -2.4% | -48.6% | -50.5% |
| 3Y | +681.7% | +156.6% | +525.0% | +470.6% |
| 5Y | +182.4% | +61.9% | +120.5% | +124.3% |
| All | +244.8% | +139.0% | +105.9% | +167.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 10y: compounded portfolio wealth divided by compounded SYF 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…
10y analysis · Full analysis span regression · 6 months rolling