+431.2%
ASTS vs SAN
+381.6%
+49.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.7% |
| 7D | +7.3% | +1.8% | +5.6% | +6.4% |
| 30D | -8.9% | +2.0% | -10.9% | -9.7% |
| 3M | -41.9% | +19.7% | -61.7% | -47.0% |
| 6M | -40.6% | +30.6% | -71.2% | -48.1% |
| YTD | -14.2% | +28.8% | -43.1% | -25.6% |
| 1Y | +48.9% | +57.8% | -8.9% | +16.1% |
| 3Y | +1,461.7% | +338.1% | +1,123.5% | +572.1% |
| All | +431.2% | +381.6% | +49.6% | +93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling