+48.9%
ASTS vs SAP
-19.8%
+68.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.2% |
| 7D | +7.3% | -2.9% | +10.2% | +7.1% |
| 30D | -8.9% | +9.0% | -17.9% | -8.1% |
| 3M | -41.9% | +14.9% | -56.9% | -40.2% |
| 6M | -40.6% | +11.9% | -52.5% | -39.0% |
| YTD | -14.2% | -9.9% | -4.3% | -8.0% |
| 1Y | +48.9% | -19.5% | +68.4% | +73.3% |
| All | +48.9% | -19.8% | +68.7% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 1y: compounded portfolio wealth divided by compounded SAP 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…
1y analysis · Full analysis span regression · 6 months rolling