+1,505.9%
ASTS vs RIO
+92.9%
+1,413.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | -0.1% |
| 7D | +7.3% | 0.0% | +7.4% | +7.5% |
| 30D | -8.9% | +4.0% | -12.8% | -12.3% |
| 3M | -41.9% | +0.1% | -42.1% | -41.7% |
| 6M | -40.6% | +12.7% | -53.3% | -46.2% |
| YTD | -14.2% | +35.6% | -49.8% | -35.2% |
| 1Y | +48.9% | +73.7% | -24.8% | -10.7% |
| All | +1,505.9% | +92.9% | +1,413.1% | +749.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling