+230.9%
ASTS vs SAN
+255.7%
-24.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.2% | +9.3% | +7.8% |
| 7D | -21.1% | +4.9% | -26.0% | -22.5% |
| 30D | -46.7% | -13.0% | -33.7% | -44.4% |
| 3M | -52.0% | -18.9% | -33.1% | -48.7% |
| 6M | -54.3% | -4.1% | -50.1% | -53.3% |
| YTD | -55.5% | +2.6% | -58.1% | -55.8% |
| 1Y | -50.5% | +16.9% | -67.4% | -52.5% |
| 3Y | +706.2% | +239.1% | +467.2% | +476.4% |
| 5Y | +165.2% | +266.8% | -101.6% | +77.9% |
| All | +230.9% | +255.7% | -24.8% | +116.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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