+274.8%
ASTS vs RIG
+10.2%
+264.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.5% | +6.2% | +8.4% |
| 7D | +2.8% | -2.6% | +5.4% | +3.2% |
| 30D | -28.8% | -5.2% | -23.7% | -28.3% |
| 3M | -48.9% | -8.6% | -40.3% | -48.4% |
| 6M | -55.6% | -18.9% | -36.7% | -54.7% |
| YTD | -49.6% | +28.6% | -78.2% | -51.1% |
| 1Y | -46.1% | +25.5% | -71.6% | -47.5% |
| 3Y | +749.7% | -20.2% | +769.8% | +735.7% |
| 5Y | +193.2% | +53.9% | +139.3% | +177.5% |
| All | +274.8% | +10.2% | +264.7% | +257.2% |
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