-49.8%
ASTS vs SYK
+12.2%
-62.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.7% | +10.4% | +7.7% |
| 7D | +2.8% | -6.1% | +8.9% | -0.7% |
| 30D | -28.8% | +12.8% | -41.6% | -22.6% |
| 3M | -48.9% | -8.1% | -40.7% | -52.2% |
| All | -49.8% | +12.2% | -62.0% | -42.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling