+576.8%
ASTS vs SYY
+19.7%
+557.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.3% | +6.4% | +6.2% |
| 7D | +18.5% | -2.8% | +21.3% | +19.1% |
| 30D | -8.1% | -5.3% | -2.8% | -7.1% |
| 3M | -28.2% | +5.1% | -33.3% | -29.0% |
| 6M | -26.1% | -5.0% | -21.1% | -25.6% |
| YTD | -9.0% | +10.7% | -19.7% | -11.2% |
| 1Y | +62.2% | +0.7% | +61.5% | +60.9% |
| 3Y | +1,621.9% | +24.0% | +1,597.8% | +1,525.4% |
| 5Y | +457.0% | +19.3% | +437.8% | +436.9% |
| All | +576.8% | +19.7% | +557.1% | +550.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 10y: compounded portfolio wealth divided by compounded SYY 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…
10y analysis · Full analysis span regression · 6 months rolling