+314.0%
ASTS vs RDW
-0.7%
+314.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +1.0% |
| 7D | -3.9% | +0.9% | -4.8% | -4.3% |
| 30D | -19.4% | -21.3% | +1.8% | -9.9% |
| 3M | -38.6% | -37.9% | -0.8% | -23.2% |
| 6M | -32.1% | +12.3% | -44.4% | -35.4% |
| YTD | -17.6% | +39.7% | -57.3% | -28.9% |
| 1Y | +56.0% | +25.7% | +30.3% | +40.3% |
| 3Y | +1,438.8% | +230.8% | +1,208.0% | +710.6% |
| 5Y | +412.9% | -8.8% | +421.7% | +256.8% |
| All | +314.0% | -0.7% | +314.7% | +169.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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