+174.0%
ASTS vs SAN
+267.8%
-93.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.2% | +9.3% | +8.3% |
| 7D | -21.1% | +4.9% | -26.0% | -23.6% |
| 30D | -46.7% | -13.0% | -33.7% | -42.8% |
| 3M | -52.0% | -18.9% | -33.1% | -46.3% |
| 6M | -54.3% | -4.1% | -50.1% | -52.9% |
| YTD | -55.5% | +2.6% | -58.1% | -56.4% |
| 1Y | -50.5% | +16.9% | -67.4% | -54.5% |
| 3Y | +706.2% | +239.1% | +467.2% | +298.4% |
| All | +174.0% | +267.8% | -93.8% | +6.6% |
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