+1,539.7%
ASTS vs RJF
+77.4%
+1,462.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.8% | +1.3% |
| 7D | +7.3% | -0.6% | +7.9% | +7.8% |
| 30D | -8.9% | -1.3% | -7.6% | -8.3% |
| 3M | -41.9% | +18.9% | -60.8% | -48.9% |
| 6M | -40.6% | +15.0% | -55.6% | -47.0% |
| YTD | -14.2% | +12.2% | -26.4% | -21.4% |
| 1Y | +48.9% | +5.6% | +43.2% | +42.0% |
| All | +1,539.7% | +77.4% | +1,462.4% | +748.8% |
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