+209.1%
ASTS vs RGEN
+105.5%
+103.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -5.5% | -9.8% | -13.3% |
| 7D | -29.9% | -10.7% | -19.2% | -26.8% |
| 30D | -52.2% | -3.6% | -48.5% | -51.5% |
| 3M | -55.8% | +6.2% | -62.1% | -56.9% |
| 6M | -52.7% | +34.1% | -86.8% | -58.4% |
| YTD | -58.4% | +2.8% | -61.2% | -59.9% |
| 1Y | -57.1% | +15.5% | -72.6% | -60.3% |
| 3Y | +629.5% | +12.1% | +617.4% | +556.9% |
| 5Y | +147.7% | -36.9% | +184.6% | +141.0% |
| All | +209.1% | +105.5% | +103.6% | +189.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling