+174.0%
ASTS vs SYF
+65.2%
+108.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.4% | +7.5% | +7.3% |
| 7D | -21.1% | -2.1% | -19.0% | -20.1% |
| 30D | -46.7% | +2.5% | -49.2% | -47.5% |
| 3M | -52.0% | -6.3% | -45.7% | -49.9% |
| 6M | -54.3% | -1.5% | -52.8% | -54.5% |
| YTD | -55.5% | -10.5% | -45.0% | -53.0% |
| 1Y | -50.5% | +1.5% | -52.0% | -51.4% |
| 3Y | +706.2% | +163.3% | +543.0% | +287.6% |
| All | +174.0% | +65.2% | +108.8% | +65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling