+161.4%
ASTS vs SARO
-20.0%
+181.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.1% |
| 7D | +7.3% | -0.8% | +8.1% | +7.8% |
| 30D | -8.9% | -20.0% | +11.1% | +3.5% |
| 3M | -41.9% | -2.9% | -39.0% | -41.0% |
| 6M | -40.6% | -17.7% | -22.9% | -34.1% |
| YTD | -14.2% | -13.5% | -0.7% | -7.7% |
| 1Y | +48.9% | -9.7% | +58.6% | +57.1% |
| All | +161.4% | -20.0% | +181.3% | +144.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling