+244.8%
ASTS vs RCL
+225.1%
+19.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.9% | -9.5% | -8.9% |
| 7D | -9.3% | +8.5% | -17.8% | -11.0% |
| 30D | -33.9% | +20.4% | -54.3% | -36.8% |
| 3M | -51.0% | +11.0% | -62.0% | -52.3% |
| 6M | -55.1% | +24.9% | -80.0% | -57.6% |
| YTD | -53.6% | +23.9% | -77.5% | -56.5% |
| 1Y | -51.0% | +30.8% | -81.8% | -54.6% |
| 3Y | +681.7% | +270.4% | +411.3% | +494.9% |
| 5Y | +182.4% | +296.1% | -113.7% | +101.3% |
| All | +244.8% | +225.1% | +19.7% | +145.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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