+274.8%
ASTS vs SAP
+96.0%
+178.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.2% | +8.5% | +8.6% |
| 7D | +2.8% | -2.5% | +5.3% | +3.7% |
| 30D | -28.8% | +7.5% | -36.3% | -31.2% |
| 3M | -48.9% | +11.6% | -60.5% | -51.5% |
| 6M | -55.6% | +37.6% | -93.3% | -62.4% |
| YTD | -49.6% | -2.0% | -47.6% | -50.9% |
| 1Y | -46.1% | -6.4% | -39.7% | -45.9% |
| 3Y | +749.7% | +67.7% | +681.9% | +542.0% |
| 5Y | +193.2% | +75.7% | +117.5% | +97.7% |
| All | +274.8% | +96.0% | +178.8% | +148.4% |
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