+584.7%
ASTS vs RGTI
+53.1%
+531.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.9% |
| 7D | -3.6% | -0.1% | -3.4% | -3.5% |
| 30D | -16.4% | -16.2% | -0.2% | -12.9% |
| 3M | -31.4% | -22.0% | -9.4% | -26.9% |
| 6M | -31.6% | -10.8% | -20.8% | -29.6% |
| YTD | -17.5% | -31.6% | +14.0% | -10.0% |
| 1Y | +59.4% | -6.4% | +65.8% | +67.0% |
| 3Y | +1,460.2% | +665.7% | +794.5% | +783.3% |
| 5Y | +413.4% | +55.6% | +357.7% | +356.8% |
| All | +584.7% | +53.1% | +531.6% | +479.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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