+14.7%
SNOW vs ASTS
+265.2%
-250.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +14.1% | -8.6% | +3.8% |
| 7D | +0.2% | +1.5% | -1.4% | -0.1% |
| 30D | -21.1% | -27.6% | +6.5% | -18.2% |
| 3M | -11.9% | -48.7% | +36.8% | -5.5% |
| 6M | +91.0% | -50.8% | +141.8% | +101.5% |
| YTD | +32.7% | -49.2% | +81.9% | +35.8% |
| 1Y | +10.8% | -46.7% | +57.4% | +11.2% |
| 3Y | +86.2% | +793.2% | -707.0% | +11.5% |
| 5Y | -22.7% | +195.6% | -218.3% | -51.4% |
| All | +14.7% | +265.2% | -250.6% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 ASTS 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