+357.3%
ASTS vs RDW
+5.0%
+352.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +6.6% | -0.5% | +3.1% |
| 7D | +18.5% | +9.5% | +9.0% | +13.8% |
| 30D | -8.1% | -17.4% | +9.3% | +0.6% |
| 3M | -28.2% | -39.5% | +11.3% | -9.7% |
| 6M | -26.1% | +31.3% | -57.4% | -34.6% |
| YTD | -9.0% | +47.8% | -56.7% | -23.4% |
| 1Y | +62.2% | +33.8% | +28.3% | +41.9% |
| 3Y | +1,621.9% | +262.3% | +1,359.6% | +773.0% |
| 5Y | +457.0% | -5.7% | +462.7% | +278.8% |
| All | +357.3% | +5.0% | +352.3% | +190.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling