+147.7%
ASTS vs SAN
+272.3%
-124.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.5% | -14.7% | -14.9% |
| 7D | -29.9% | +3.5% | -33.4% | -31.4% |
| 30D | -52.2% | -13.2% | -38.9% | -48.5% |
| 3M | -55.8% | -16.9% | -38.9% | -51.1% |
| 6M | -52.7% | +2.3% | -55.1% | -52.8% |
| YTD | -58.4% | +4.9% | -63.4% | -59.7% |
| 1Y | -57.1% | +20.4% | -77.5% | -61.2% |
| 3Y | +629.5% | +243.2% | +386.3% | +258.5% |
| 5Y | +147.7% | +275.3% | -127.5% | -9.3% |
| All | +147.7% | +272.3% | -124.6% | -9.3% |
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 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