+230.9%
ASTS vs SYY
+16.0%
+214.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.2% | +4.9% | +6.6% |
| 7D | -21.1% | -7.3% | -13.8% | -20.0% |
| 30D | -46.7% | +0.1% | -46.8% | -46.8% |
| 3M | -52.0% | -8.2% | -43.8% | -51.3% |
| 6M | -54.3% | +6.3% | -60.5% | -55.1% |
| YTD | -55.5% | +7.3% | -62.8% | -56.4% |
| 1Y | -50.5% | +8.5% | -58.9% | -51.7% |
| 3Y | +706.2% | +24.9% | +681.3% | +657.7% |
| 5Y | +165.2% | +8.0% | +157.2% | +157.5% |
| All | +230.9% | +16.0% | +214.9% | +218.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling