-40.6%
ASTS vs RIG
-4.9%
-35.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +1.6% |
| 7D | +7.3% | +0.9% | +6.5% | +7.0% |
| 30D | -8.9% | +13.8% | -22.7% | -14.1% |
| 3M | -41.9% | -6.4% | -35.5% | -39.3% |
| 6M | -40.6% | -8.2% | -32.4% | -40.7% |
| All | -40.6% | -4.9% | -35.7% | -40.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling