+230.9%
ASTS vs RIG
+8.7%
+222.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.7% | +4.3% | +6.7% |
| 7D | -21.1% | -24.5% | +3.4% | -18.3% |
| 30D | -46.7% | -2.8% | -43.9% | -46.5% |
| 3M | -52.0% | +1.6% | -53.6% | -52.2% |
| 6M | -54.3% | -15.9% | -38.4% | -53.5% |
| YTD | -55.5% | +26.9% | -82.4% | -56.8% |
| 1Y | -50.5% | +34.4% | -84.8% | -52.2% |
| 3Y | +706.2% | -21.2% | +727.4% | +694.3% |
| 5Y | +165.2% | +46.4% | +118.8% | +151.5% |
| All | +230.9% | +8.7% | +222.2% | +215.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling