+161.8%
ASTS vs SARO
-21.9%
+183.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.6% | -5.0% |
| 7D | 0.0% | +0.6% | -0.6% | -0.4% |
| 30D | -9.2% | -14.5% | +5.3% | -0.8% |
| 3M | -29.6% | -5.3% | -24.3% | -27.4% |
| 6M | -30.5% | -15.3% | -15.2% | -24.5% |
| YTD | -14.1% | -15.6% | +1.5% | -6.3% |
| 1Y | +69.1% | -9.1% | +78.2% | +79.0% |
| All | +161.8% | -21.9% | +183.7% | +148.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling