+431.2%
ASTS vs RIG
+60.3%
+370.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +1.1% |
| 7D | +7.3% | +0.9% | +6.5% | +7.1% |
| 30D | -8.9% | +13.8% | -22.7% | -12.3% |
| 3M | -41.9% | -6.4% | -35.5% | -41.0% |
| 6M | -40.6% | -8.2% | -32.4% | -39.5% |
| YTD | -14.2% | +41.6% | -55.9% | -23.2% |
| 1Y | +48.9% | +88.7% | -39.9% | +22.6% |
| 3Y | +1,461.7% | -30.9% | +1,492.5% | +1,436.6% |
| All | +431.2% | +60.3% | +370.9% | +311.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling