+244.8%
ASTS vs RIG
+7.5%
+237.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.2% | -8.9% | -8.7% |
| 7D | -9.3% | -12.2% | +2.9% | -7.8% |
| 30D | -33.9% | -6.0% | -27.9% | -33.3% |
| 3M | -51.0% | -9.4% | -41.6% | -50.5% |
| 6M | -55.1% | -19.1% | -36.0% | -54.2% |
| YTD | -53.6% | +25.4% | -79.0% | -54.9% |
| 1Y | -51.0% | +23.3% | -74.3% | -52.2% |
| 3Y | +681.7% | -22.1% | +703.8% | +671.0% |
| 5Y | +182.4% | +50.1% | +132.3% | +168.0% |
| All | +244.8% | +7.5% | +237.4% | +229.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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