+253.1%
ASTS vs SYY
+15.1%
+238.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.9% | -4.9% | -5.6% |
| 7D | +14.2% | +1.3% | +12.9% | +14.0% |
| 30D | -26.7% | -3.5% | -23.2% | -26.3% |
| 3M | -53.6% | -9.3% | -44.2% | -52.8% |
| 6M | -52.7% | +5.9% | -58.6% | -53.5% |
| YTD | -52.5% | +6.5% | -59.0% | -53.4% |
| 1Y | -46.5% | +4.0% | -50.5% | -47.4% |
| 3Y | +700.5% | +23.0% | +677.5% | +655.2% |
| 5Y | +168.5% | +14.3% | +154.1% | +160.3% |
| All | +253.1% | +15.1% | +238.0% | +241.1% |
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