+762.5%
ASTS vs RDW
+229.1%
+533.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.4% | -1.4% | -3.4% |
| 7D | +14.2% | +29.7% | -15.5% | -0.7% |
| 30D | -26.7% | -12.3% | -14.4% | -20.9% |
| 3M | -53.6% | -40.5% | -13.1% | -38.4% |
| 6M | -52.7% | -30.5% | -22.2% | -43.0% |
| YTD | -52.5% | +5.7% | -58.2% | -53.7% |
| 1Y | -46.5% | +34.5% | -81.0% | -52.5% |
| All | +762.5% | +229.1% | +533.4% | +333.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling