+230.9%
ASTS vs RJF
+221.6%
+9.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.2% | +8.3% | +7.6% |
| 7D | -21.1% | +3.6% | -24.6% | -22.4% |
| 30D | -46.7% | +3.5% | -50.2% | -47.6% |
| 3M | -52.0% | -8.9% | -43.1% | -50.3% |
| 6M | -54.3% | +2.9% | -57.1% | -55.5% |
| YTD | -55.5% | +2.8% | -58.3% | -56.5% |
| 1Y | -50.5% | +2.7% | -53.1% | -51.3% |
| 3Y | +706.2% | +69.3% | +636.9% | +538.0% |
| 5Y | +165.2% | +75.0% | +90.2% | +112.4% |
| All | +230.9% | +221.6% | +9.3% | +155.6% |
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