+17.6%
SNOW vs ASTS
+241.6%
-224.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.8% | +5.0% | -0.1% |
| 7D | +10.8% | +14.2% | -3.4% | +8.9% |
| 30D | -16.5% | -26.7% | +10.2% | -13.6% |
| 3M | -10.1% | -53.6% | +43.5% | -2.5% |
| 6M | +96.5% | -52.7% | +149.3% | +108.4% |
| YTD | +36.2% | -52.5% | +88.7% | +40.3% |
| 1Y | +10.7% | -46.5% | +57.2% | +10.9% |
| 3Y | +86.2% | +700.5% | -614.2% | +13.2% |
| 5Y | -22.7% | +168.5% | -191.2% | -51.0% |
| All | +17.6% | +241.6% | -224.0% | -19.6% |
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