+209.1%
ASTS vs SYF
+145.7%
+63.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -1.3% | -13.9% | -14.7% |
| 7D | -29.9% | -3.8% | -26.1% | -28.9% |
| 30D | -52.2% | +2.6% | -54.8% | -52.6% |
| 3M | -55.8% | -6.5% | -49.3% | -54.7% |
| 6M | -52.7% | +0.8% | -53.5% | -53.2% |
| YTD | -58.4% | -10.1% | -48.3% | -57.0% |
| 1Y | -57.1% | +0.8% | -57.9% | -57.2% |
| 3Y | +629.5% | +158.8% | +470.6% | +430.2% |
| 5Y | +147.7% | +67.5% | +80.2% | +94.6% |
| All | +209.1% | +145.7% | +63.4% | +137.3% |
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