+62.2%
ASTS vs RJF
+8.4%
+53.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.0% | +7.1% | +6.7% |
| 7D | +18.5% | +1.8% | +16.7% | +17.3% |
| 30D | -8.1% | 0.0% | -8.1% | -8.2% |
| 3M | -28.2% | +18.0% | -46.1% | -35.9% |
| 6M | -26.1% | +17.0% | -43.1% | -34.7% |
| YTD | -9.0% | +11.1% | -20.1% | -15.0% |
| 1Y | +62.2% | +8.0% | +54.2% | +50.1% |
| All | +62.2% | +8.4% | +53.8% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded RJF 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling