+431.2%
ASTS vs SAP
+55.2%
+376.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.8% |
| 7D | +7.3% | -2.9% | +10.2% | +9.1% |
| 30D | -8.9% | +9.0% | -17.9% | -13.7% |
| 3M | -41.9% | +14.9% | -56.9% | -47.4% |
| 6M | -40.6% | +11.9% | -52.5% | -46.4% |
| YTD | -14.2% | -9.9% | -4.3% | -11.9% |
| 1Y | +48.9% | -19.5% | +68.4% | +69.8% |
| 3Y | +1,461.7% | +61.8% | +1,399.8% | +789.6% |
| All | +431.2% | +55.2% | +376.0% | +211.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling