+538.9%
ASTS vs SYK
+35.8%
+503.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.5% |
| 7D | 0.0% | -11.8% | +11.8% | +3.4% |
| 30D | -9.2% | -20.4% | +11.1% | -3.3% |
| 3M | -29.6% | -12.1% | -17.6% | -28.5% |
| 6M | -30.5% | -24.3% | -6.1% | -25.4% |
| YTD | -14.1% | -21.2% | +7.2% | -9.8% |
| 1Y | +69.1% | -29.2% | +98.3% | +84.5% |
| 3Y | +1,525.5% | -2.1% | +1,527.6% | +1,479.0% |
| 5Y | +425.9% | +4.7% | +421.1% | +383.0% |
| All | +538.9% | +35.8% | +503.1% | +480.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 SYK 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