+253.1%
ASTS vs SYF
+138.8%
+114.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.3% | -5.6% |
| 7D | +14.2% | -3.3% | +17.5% | +15.7% |
| 30D | -26.7% | -2.2% | -24.5% | -26.0% |
| 3M | -53.6% | -9.3% | -44.2% | -51.8% |
| 6M | -52.7% | +2.1% | -54.8% | -53.3% |
| YTD | -52.5% | -12.6% | -39.9% | -50.4% |
| 1Y | -46.5% | -3.4% | -43.1% | -45.8% |
| 3Y | +700.5% | +156.5% | +544.0% | +484.6% |
| 5Y | +168.5% | +59.6% | +108.9% | +113.7% |
| All | +253.1% | +138.8% | +114.3% | +174.1% |
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