+219.6%
ASTS vs RKT
-9.3%
+229.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | +0.8% | -9.0% | +9.8% | +3.2% |
| 30D | -22.6% | +30.2% | -52.8% | -27.7% |
| 3M | -54.4% | -8.8% | -45.6% | -53.7% |
| 6M | -56.4% | -0.9% | -55.5% | -56.7% |
| YTD | -55.1% | -29.2% | -25.9% | -52.1% |
| 1Y | -46.9% | -20.1% | -26.9% | -44.6% |
| 3Y | +715.0% | +81.3% | +633.7% | +600.9% |
| 5Y | +153.7% | -6.6% | +160.3% | +118.3% |
| All | +219.6% | -9.3% | +229.0% | +186.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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