+185.0%
ASTS vs SYK
+27.6%
+157.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.7% | +10.4% | +9.4% |
| 7D | +2.8% | -6.1% | +8.9% | +5.6% |
| 30D | -28.8% | +12.8% | -41.6% | -33.3% |
| 3M | -48.9% | -8.1% | -40.7% | -47.3% |
| 6M | -55.6% | +13.5% | -69.1% | -61.7% |
| YTD | -49.6% | -8.5% | -41.1% | -49.6% |
| 1Y | -46.1% | -11.4% | -34.7% | -44.9% |
| 3Y | +749.7% | +20.0% | +729.6% | +560.9% |
| All | +185.0% | +27.6% | +157.4% | +101.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling