+715.0%
ASTS vs RJF
+76.6%
+638.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.3% | -5.9% |
| 7D | +0.8% | +3.6% | -2.7% | -1.0% |
| 30D | -22.6% | +7.2% | -29.9% | -25.7% |
| 3M | -54.4% | -6.5% | -47.9% | -52.8% |
| 6M | -56.4% | +10.3% | -66.7% | -59.5% |
| YTD | -55.1% | +6.5% | -61.6% | -57.2% |
| 1Y | -46.9% | +6.1% | -53.1% | -48.9% |
| 3Y | +715.0% | +74.9% | +640.1% | +399.5% |
| All | +715.0% | +76.6% | +638.4% | +399.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling