+1,621.9%
ASTS vs SYK
-1.3%
+1,623.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -8.8% | +14.9% | +7.7% |
| 7D | +18.5% | -12.9% | +31.4% | +21.4% |
| 30D | -8.1% | -18.5% | +10.4% | -4.4% |
| 3M | -28.2% | -8.1% | -20.1% | -29.6% |
| 6M | -26.1% | -23.8% | -2.3% | -19.1% |
| YTD | -9.0% | -20.9% | +12.0% | -3.6% |
| 1Y | +62.2% | -29.0% | +91.1% | +84.2% |
| 3Y | +1,621.9% | -1.7% | +1,623.6% | +1,463.3% |
| All | +1,621.9% | -1.3% | +1,623.2% | +1,463.3% |
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