+209.1%
ASTS vs RCL
+208.7%
+0.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.1% | -12.1% | -14.5% |
| 7D | -29.9% | +3.9% | -33.8% | -30.6% |
| 30D | -52.2% | +11.8% | -63.9% | -53.4% |
| 3M | -55.8% | -0.8% | -55.0% | -55.9% |
| 6M | -52.7% | +23.6% | -76.3% | -55.3% |
| YTD | -58.4% | +17.6% | -76.0% | -60.6% |
| 1Y | -57.1% | +28.3% | -85.4% | -60.1% |
| 3Y | +629.5% | +261.4% | +368.0% | +459.1% |
| 5Y | +147.7% | +245.3% | -97.6% | +79.2% |
| All | +209.1% | +208.7% | +0.4% | +123.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling