+537.8%
ASTS vs RJF
+251.0%
+286.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.8% | +1.0% |
| 7D | +7.3% | -0.6% | +7.9% | +7.7% |
| 30D | -8.9% | -1.3% | -7.6% | -8.5% |
| 3M | -41.9% | +18.9% | -60.8% | -46.6% |
| 6M | -40.6% | +15.0% | -55.6% | -44.8% |
| YTD | -14.2% | +12.2% | -26.4% | -19.0% |
| 1Y | +48.9% | +5.6% | +43.2% | +44.5% |
| 3Y | +1,461.7% | +74.9% | +1,386.8% | +1,123.6% |
| 5Y | +404.1% | +106.6% | +297.5% | +286.4% |
| All | +537.8% | +251.0% | +286.8% | +376.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling