-49.3%
ASTS vs RAM
-38.6%
-10.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -10.3% | +6.2% | -1.1% |
| 7D | -15.8% | -31.3% | +15.5% | -6.8% |
| 30D | -39.0% | -49.4% | +10.3% | -28.7% |
| 3M | -49.3% | -41.4% | -8.0% | -44.4% |
| All | -49.3% | -38.6% | -10.8% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RAM.
Daily Out/Under-Performance
Portfolio return minus RAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RAM 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 3mo: compounded portfolio wealth divided by compounded RAM 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…
3mo analysis · Full analysis span regression · Available span rolling