+274.8%
ASTS vs RIO
+174.1%
+100.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.5% | +8.2% | +8.4% |
| 7D | +2.8% | +0.5% | +2.3% | +3.0% |
| 30D | -28.8% | -9.9% | -18.9% | -24.8% |
| 3M | -48.9% | -14.0% | -34.9% | -44.7% |
| 6M | -55.6% | -19.5% | -36.1% | -50.4% |
| YTD | -49.6% | +11.5% | -61.1% | -50.5% |
| 1Y | -46.1% | +26.9% | -73.0% | -49.7% |
| 3Y | +749.7% | +55.1% | +694.5% | +640.7% |
| 5Y | +193.2% | +90.7% | +102.5% | +146.2% |
| All | +274.8% | +174.1% | +100.7% | +213.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 10y: compounded portfolio wealth divided by compounded RIO 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…
10y analysis · Full analysis span regression · 6 months rolling