+41.3%
ASTS vs SARO
-8.1%
+49.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.7% | -7.0% | -7.7% |
| 7D | -9.3% | +12.9% | -22.2% | -14.8% |
| 30D | -33.9% | +41.2% | -75.1% | -45.8% |
| 3M | -51.0% | +0.6% | -51.6% | -51.2% |
| 6M | -55.1% | +13.3% | -68.4% | -58.8% |
| YTD | -53.6% | -0.7% | -53.0% | -53.9% |
| 1Y | -51.0% | +3.4% | -54.4% | -52.1% |
| All | +41.3% | -8.1% | +49.4% | +22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling