-46.1%
ASTS vs RIO
+27.0%
-73.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.5% | +8.2% | +8.1% |
| 7D | +2.8% | +0.5% | +2.3% | +3.1% |
| 30D | -28.8% | -9.9% | -18.9% | -19.4% |
| 3M | -48.9% | -14.0% | -34.9% | -38.9% |
| 6M | -55.6% | -19.5% | -36.1% | -43.7% |
| YTD | -49.6% | +11.5% | -61.1% | -52.3% |
| 1Y | -46.1% | +26.9% | -73.0% | -58.0% |
| All | -46.1% | +27.0% | -73.1% | -58.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling