+537.8%
ASTS vs SYY
+20.0%
+517.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | +7.3% | -2.3% | +9.6% | +7.8% |
| 30D | -8.9% | -4.9% | -3.9% | -7.9% |
| 3M | -41.9% | +8.4% | -50.3% | -43.0% |
| 6M | -40.6% | -7.4% | -33.2% | -39.9% |
| YTD | -14.2% | +11.0% | -25.2% | -16.4% |
| 1Y | +48.9% | -0.2% | +49.1% | +48.0% |
| 3Y | +1,461.7% | +23.8% | +1,437.9% | +1,374.8% |
| 5Y | +404.1% | +18.1% | +386.0% | +385.9% |
| All | +537.8% | +20.0% | +517.8% | +512.2% |
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