+177.3%
ASTS vs SARO
-21.1%
+198.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.4% | +7.5% | +6.9% |
| 7D | +18.5% | +1.1% | +17.4% | +17.6% |
| 30D | -8.1% | -16.2% | +8.1% | +1.7% |
| 3M | -28.2% | -1.3% | -26.9% | -27.7% |
| 6M | -26.1% | -15.2% | -10.9% | -19.8% |
| YTD | -9.0% | -14.7% | +5.7% | -1.4% |
| 1Y | +62.2% | -9.1% | +71.2% | +71.3% |
| All | +177.3% | -21.1% | +198.4% | +161.9% |
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