+537.8%
ASTS vs RCL
+152.2%
+385.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +7.3% | -5.1% | +12.4% | +8.6% |
| 30D | -8.9% | -19.0% | +10.1% | -4.2% |
| 3M | -41.9% | -9.6% | -32.3% | -40.7% |
| 6M | -40.6% | -6.7% | -33.9% | -39.9% |
| YTD | -14.2% | -3.9% | -10.3% | -14.5% |
| 1Y | +48.9% | -25.1% | +73.9% | +56.7% |
| 3Y | +1,461.7% | +179.1% | +1,282.5% | +1,171.6% |
| 5Y | +404.1% | +243.3% | +160.8% | +280.8% |
| All | +537.8% | +152.2% | +385.6% | +383.8% |
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