+160.4%
ASTS vs RIO
+90.3%
+70.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.2% |
| 7D | +0.8% | -0.9% | +1.8% | +2.1% |
| 30D | -22.6% | -9.1% | -13.5% | -16.3% |
| 3M | -54.4% | -13.7% | -40.7% | -48.5% |
| 6M | -56.4% | -24.3% | -32.1% | -45.3% |
| YTD | -55.1% | +8.9% | -64.0% | -56.4% |
| 1Y | -46.9% | +22.7% | -69.6% | -52.5% |
| 3Y | +715.0% | +51.2% | +663.8% | +535.8% |
| All | +160.4% | +90.3% | +70.1% | +83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling