+8.6%
SNOW vs ASTS
+220.1%
-211.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.1% | -4.7% | +1.5% |
| 7D | -9.9% | -21.1% | +11.2% | -7.4% |
| 30D | -17.1% | -46.7% | +29.6% | -11.1% |
| 3M | -13.2% | -52.0% | +38.8% | -6.2% |
| 6M | +97.4% | -54.3% | +151.7% | +109.6% |
| YTD | +25.8% | -55.5% | +81.3% | +30.8% |
| 1Y | +4.2% | -50.5% | +54.7% | +5.5% |
| 3Y | +91.3% | +706.2% | -614.9% | +15.8% |
| 5Y | -24.4% | +165.2% | -189.6% | -51.8% |
| All | +8.6% | +220.1% | -211.5% | -25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling