+815.5%
ASTS vs SYK
+18.3%
+797.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.7% | +10.4% | +8.8% |
| 7D | +2.8% | -6.1% | +8.9% | +3.3% |
| 30D | -28.8% | +12.8% | -41.6% | -29.8% |
| 3M | -48.9% | -8.1% | -40.7% | -48.0% |
| 6M | -55.6% | +13.5% | -69.1% | -59.1% |
| YTD | -49.6% | -8.5% | -41.1% | -47.7% |
| 1Y | -46.1% | -11.4% | -34.7% | -42.9% |
| All | +815.5% | +18.3% | +797.2% | +791.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling