+233.7%
ASTS vs SYK
+53.2%
+180.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.9% | -4.6% | -5.3% |
| 7D | +0.8% | -5.0% | +5.8% | +2.2% |
| 30D | -22.6% | +9.9% | -32.6% | -25.1% |
| 3M | -54.4% | -8.9% | -45.5% | -53.6% |
| 6M | -56.4% | +3.1% | -59.5% | -58.2% |
| YTD | -55.1% | -11.1% | -44.0% | -54.7% |
| 1Y | -46.9% | -16.2% | -30.8% | -45.2% |
| 3Y | +715.0% | +13.2% | +701.8% | +655.1% |
| 5Y | +153.7% | +23.5% | +130.2% | +123.3% |
| All | +233.7% | +53.2% | +180.5% | +191.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling