+230.9%
ASTS vs RGEN
+111.6%
+119.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.0% | +4.1% | +6.0% |
| 7D | -21.1% | -1.9% | -19.1% | -20.2% |
| 30D | -46.7% | +3.7% | -50.4% | -47.3% |
| 3M | -52.0% | +8.8% | -60.8% | -53.5% |
| 6M | -54.3% | +38.0% | -92.2% | -60.2% |
| YTD | -55.5% | +5.9% | -61.4% | -57.5% |
| 1Y | -50.5% | +19.7% | -70.1% | -54.7% |
| 3Y | +706.2% | +20.5% | +685.7% | +608.5% |
| 5Y | +165.2% | -35.0% | +200.2% | +155.5% |
| All | +230.9% | +111.6% | +119.3% | +206.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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