+277.6%
ASTS vs SYF
+142.9%
+134.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | -0.7% | +14.8% | +14.4% |
| 7D | +1.5% | -4.7% | +6.2% | +3.4% |
| 30D | -27.6% | +0.6% | -28.2% | -27.8% |
| 3M | -48.7% | -6.8% | -41.9% | -47.3% |
| 6M | -50.8% | +0.5% | -51.4% | -51.3% |
| YTD | -49.2% | -11.1% | -38.1% | -47.3% |
| 1Y | -46.7% | +1.3% | -48.0% | -47.0% |
| 3Y | +793.2% | +164.6% | +628.6% | +545.0% |
| 5Y | +195.6% | +65.2% | +130.4% | +133.2% |
| All | +277.6% | +142.9% | +134.7% | +191.0% |
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