+233.7%
ASTS vs RIG
+14.9%
+218.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +4.1% | -9.6% | -6.0% |
| 7D | +0.8% | +5.7% | -4.9% | +0.1% |
| 30D | -22.6% | -0.7% | -21.9% | -22.5% |
| 3M | -54.4% | -3.1% | -51.3% | -54.3% |
| 6M | -56.4% | -16.3% | -40.1% | -55.7% |
| YTD | -55.1% | +34.1% | -89.3% | -56.7% |
| 1Y | -46.9% | +38.2% | -85.1% | -49.0% |
| 3Y | +715.0% | -15.3% | +730.3% | +696.5% |
| 5Y | +153.7% | +62.5% | +91.2% | +138.8% |
| All | +233.7% | +14.9% | +218.7% | +216.3% |
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