+182.4%
ASTS vs RIG
+42.7%
+139.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.2% | -8.9% | -8.7% |
| 7D | -9.3% | -12.2% | +2.9% | -5.7% |
| 30D | -33.9% | -6.0% | -27.9% | -32.6% |
| 3M | -51.0% | -9.4% | -41.6% | -49.8% |
| 6M | -55.1% | -19.1% | -36.0% | -52.9% |
| YTD | -53.6% | +25.4% | -79.0% | -57.3% |
| 1Y | -51.0% | +23.3% | -74.3% | -54.6% |
| 3Y | +681.7% | -22.1% | +703.8% | +659.7% |
| 5Y | +182.4% | +50.1% | +132.3% | +113.8% |
| All | +182.4% | +42.7% | +139.7% | +113.8% |
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