+230.9%
ASTS vs RIO
+170.1%
+60.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.7% | +6.4% | +6.7% |
| 7D | -21.1% | +2.2% | -23.3% | -22.0% |
| 30D | -46.7% | -10.1% | -36.6% | -43.8% |
| 3M | -52.0% | -14.1% | -37.9% | -48.1% |
| 6M | -54.3% | -18.9% | -35.4% | -49.0% |
| YTD | -55.5% | +9.9% | -65.4% | -56.1% |
| 1Y | -50.5% | +27.0% | -77.5% | -53.8% |
| 3Y | +706.2% | +50.1% | +656.2% | +609.8% |
| 5Y | +165.2% | +95.3% | +69.9% | +123.2% |
| All | +230.9% | +170.1% | +60.8% | +178.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling