+706.2%
ASTS vs RIG
-24.1%
+730.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.7% | +4.3% | +5.9% |
| 7D | -21.1% | -24.5% | +3.4% | -11.3% |
| 30D | -46.7% | -2.8% | -43.9% | -46.0% |
| 3M | -52.0% | +1.6% | -53.6% | -52.8% |
| 6M | -54.3% | -15.9% | -38.4% | -51.8% |
| YTD | -55.5% | +26.9% | -82.4% | -61.3% |
| 1Y | -50.5% | +34.4% | -84.8% | -58.0% |
| 3Y | +706.2% | -21.2% | +727.4% | +772.2% |
| All | +706.2% | -24.1% | +730.3% | +772.2% |
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 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