+537.8%
ASTS vs SYF
+165.2%
+372.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +7.3% | +2.4% | +4.9% | +6.5% |
| 30D | -8.9% | +0.8% | -9.7% | -9.1% |
| 3M | -41.9% | +13.4% | -55.3% | -44.9% |
| 6M | -40.6% | +16.3% | -56.9% | -44.1% |
| YTD | -14.2% | -3.0% | -11.2% | -13.8% |
| 1Y | +48.9% | +5.7% | +43.1% | +45.5% |
| 3Y | +1,461.7% | +160.1% | +1,301.5% | +1,028.5% |
| 5Y | +404.1% | +88.5% | +315.6% | +283.5% |
| All | +537.8% | +165.2% | +372.6% | +376.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling