+44.7%
ASTS vs SARO
-11.1%
+55.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.1% | -1.7% | -3.4% |
| 7D | +14.2% | +8.9% | +5.3% | +9.6% |
| 30D | -26.7% | +38.6% | -65.3% | -39.2% |
| 3M | -53.6% | +0.6% | -54.2% | -53.7% |
| 6M | -52.7% | +2.9% | -55.6% | -53.9% |
| YTD | -52.5% | -3.9% | -48.6% | -51.8% |
| 1Y | -46.5% | +4.6% | -51.1% | -47.6% |
| All | +44.7% | -11.1% | +55.8% | +27.9% |
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