+653.1%
ASTS vs SAP
+82.9%
+570.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +1.5% | -16.7% | -15.7% |
| 7D | -29.9% | +4.0% | -33.9% | -30.9% |
| 30D | -52.2% | +15.7% | -67.9% | -54.6% |
| 3M | -55.8% | +23.4% | -79.2% | -59.0% |
| 6M | -52.7% | +41.3% | -94.0% | -59.0% |
| YTD | -58.4% | +2.0% | -60.4% | -57.7% |
| 1Y | -57.1% | -5.1% | -52.0% | -53.4% |
| All | +653.1% | +82.9% | +570.3% | +265.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling