-49.2%
ASTS vs SARO
-7.8%
-41.4%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.9% | -6.0% | -5.4% |
| 7D | -15.8% | +15.8% | -31.6% | -25.2% |
| 30D | -39.0% | +22.2% | -61.2% | -48.3% |
| 3M | -49.3% | -16.2% | -33.1% | -41.4% |
| 6M | -47.9% | +4.6% | -52.5% | -53.3% |
| YTD | -51.0% | -10.4% | -40.6% | -52.2% |
| 1Y | -49.2% | -6.5% | -42.6% | -54.6% |
| All | -49.2% | -7.8% | -41.4% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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