+244.8%
ASTS vs RGEN
+112.2%
+132.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.8% | -5.9% | -7.7% |
| 7D | -9.3% | -2.4% | -6.9% | -8.1% |
| 30D | -33.9% | +0.1% | -34.0% | -33.6% |
| 3M | -51.0% | +6.6% | -57.6% | -52.1% |
| 6M | -55.1% | +40.9% | -96.0% | -61.1% |
| YTD | -53.6% | +6.2% | -59.8% | -55.6% |
| 1Y | -51.0% | +19.4% | -70.4% | -55.0% |
| 3Y | +681.7% | +17.9% | +663.8% | +594.0% |
| 5Y | +182.4% | -34.0% | +216.4% | +172.0% |
| All | +244.8% | +112.2% | +132.6% | +219.9% |
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