+537.8%
ASTS vs SAN
+346.8%
+191.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +7.3% | +1.8% | +5.6% | +6.8% |
| 30D | -8.9% | +2.0% | -10.9% | -9.4% |
| 3M | -41.9% | +19.7% | -61.7% | -44.8% |
| 6M | -40.6% | +30.6% | -71.2% | -44.9% |
| YTD | -14.2% | +28.8% | -43.1% | -20.7% |
| 1Y | +48.9% | +57.8% | -8.9% | +30.2% |
| 3Y | +1,461.7% | +338.1% | +1,123.5% | +934.7% |
| 5Y | +404.1% | +384.2% | +19.9% | +213.9% |
| All | +537.8% | +346.8% | +191.0% | +287.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling