+1,505.9%
ASTS vs SAN
+339.3%
+1,166.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.7% |
| 7D | +7.3% | +1.8% | +5.6% | +6.5% |
| 30D | -8.9% | +2.0% | -10.9% | -9.7% |
| 3M | -41.9% | +19.7% | -61.7% | -46.3% |
| 6M | -40.6% | +30.6% | -71.2% | -47.1% |
| YTD | -14.2% | +28.8% | -43.1% | -24.4% |
| 1Y | +48.9% | +57.8% | -8.9% | +21.0% |
| All | +1,505.9% | +339.3% | +1,166.6% | +599.9% |
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