+681.7%
ASTS vs RIG
-22.2%
+703.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.2% | -8.9% | -8.8% |
| 7D | -9.3% | -12.2% | +2.9% | -4.2% |
| 30D | -33.9% | -6.0% | -27.9% | -32.2% |
| 3M | -51.0% | -9.4% | -41.6% | -49.4% |
| 6M | -55.1% | -19.1% | -36.0% | -52.1% |
| YTD | -53.6% | +25.4% | -79.0% | -59.5% |
| 1Y | -51.0% | +23.3% | -74.3% | -56.8% |
| 3Y | +681.7% | -22.1% | +703.8% | +729.7% |
| All | +681.7% | -22.2% | +703.9% | +729.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling