+793.2%
ASTS vs SAN
+258.9%
+534.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +6.1% | +8.0% | +11.3% |
| 7D | +1.5% | +8.7% | -7.2% | -2.3% |
| 30D | -27.6% | -6.5% | -21.1% | -25.4% |
| 3M | -48.7% | -14.2% | -34.5% | -44.9% |
| 6M | -50.8% | +2.7% | -53.6% | -50.6% |
| YTD | -49.2% | +8.9% | -58.1% | -50.7% |
| 1Y | -46.7% | +23.4% | -70.1% | -50.1% |
| 3Y | +793.2% | +257.9% | +535.3% | +633.2% |
| All | +793.2% | +258.9% | +534.3% | +633.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling