+537.8%
ASTS vs RBA
+128.0%
+409.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +7.3% | -2.9% | +10.3% | +8.4% |
| 30D | -8.9% | -12.3% | +3.4% | -5.2% |
| 3M | -41.9% | -20.5% | -21.4% | -38.4% |
| 6M | -40.6% | -18.5% | -22.0% | -37.5% |
| YTD | -14.2% | -18.2% | +4.0% | -9.4% |
| 1Y | +48.9% | -27.5% | +76.4% | +62.9% |
| 3Y | +1,461.7% | +38.1% | +1,423.6% | +1,352.0% |
| 5Y | +404.1% | +44.8% | +359.3% | +359.1% |
| All | +537.8% | +128.0% | +409.7% | +464.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling