+230.9%
ASTS vs SAP
+95.5%
+135.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.1% | +11.2% | +8.7% |
| 7D | -21.1% | -0.7% | -20.4% | -21.2% |
| 30D | -46.7% | +11.1% | -57.8% | -49.3% |
| 3M | -52.0% | +17.0% | -69.0% | -55.4% |
| 6M | -54.3% | +34.8% | -89.1% | -61.0% |
| YTD | -55.5% | -2.2% | -53.3% | -56.7% |
| 1Y | -50.5% | -6.4% | -44.0% | -50.4% |
| 3Y | +706.2% | +75.1% | +631.1% | +496.4% |
| 5Y | +165.2% | +69.8% | +95.4% | +79.4% |
| All | +230.9% | +95.5% | +135.4% | +119.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling