+244.8%
ASTS vs RJF
+232.1%
+12.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.2% | -8.9% | -8.8% |
| 7D | -9.3% | +4.0% | -13.3% | -10.7% |
| 30D | -33.9% | +6.1% | -40.0% | -35.7% |
| 3M | -51.0% | -5.8% | -45.2% | -49.9% |
| 6M | -55.1% | +9.7% | -64.8% | -57.6% |
| YTD | -53.6% | +6.2% | -59.8% | -55.3% |
| 1Y | -51.0% | +5.3% | -56.2% | -52.2% |
| 3Y | +681.7% | +74.4% | +607.2% | +511.3% |
| 5Y | +182.4% | +81.6% | +100.8% | +123.2% |
| All | +244.8% | +232.1% | +12.8% | +163.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling