+706.2%
ASTS vs SYF
+158.5%
+547.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.4% | +7.5% | +7.3% |
| 7D | -21.1% | -2.1% | -19.0% | -20.2% |
| 30D | -46.7% | +2.5% | -49.2% | -47.4% |
| 3M | -52.0% | -6.3% | -45.7% | -50.3% |
| 6M | -54.3% | -1.5% | -52.8% | -54.4% |
| YTD | -55.5% | -10.5% | -45.0% | -53.4% |
| 1Y | -50.5% | +1.5% | -52.0% | -51.0% |
| 3Y | +706.2% | +163.3% | +543.0% | +569.1% |
| All | +706.2% | +158.5% | +547.7% | +569.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling