+209.1%
ASTS vs RIG
+5.8%
+203.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -6.4% | -8.8% | -14.5% |
| 7D | -29.9% | -23.8% | -6.1% | -27.5% |
| 30D | -52.2% | -5.6% | -46.6% | -51.8% |
| 3M | -55.8% | -0.8% | -55.1% | -55.9% |
| 6M | -52.7% | -18.4% | -34.3% | -51.8% |
| YTD | -58.4% | +23.5% | -81.9% | -59.5% |
| 1Y | -57.1% | +30.8% | -87.9% | -58.4% |
| 3Y | +629.5% | -25.4% | +654.9% | +622.0% |
| 5Y | +147.7% | +42.5% | +105.3% | +135.7% |
| All | +209.1% | +5.8% | +203.3% | +196.0% |
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