-18.4%
SNOW vs ASTS
+202.1%
-220.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.7% | -6.9% | +0.8% |
| 7D | +3.7% | +2.8% | +0.8% | +3.1% |
| 30D | -16.4% | -28.8% | +12.4% | -13.1% |
| 3M | -9.9% | -48.9% | +39.0% | -3.1% |
| 6M | +98.8% | -55.6% | +154.5% | +112.7% |
| YTD | +37.3% | -49.6% | +86.9% | +40.4% |
| 1Y | +11.0% | -46.1% | +57.1% | +11.0% |
| 3Y | +87.8% | +749.7% | -661.9% | +9.3% |
| 5Y | -18.4% | +193.2% | -211.6% | -39.0% |
| All | -18.4% | +202.1% | -220.5% | -39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling