+230.3%
ASTS vs RKT
-4.5%
+234.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.9% | -3.8% | -7.5% |
| 7D | -9.3% | +4.6% | -13.9% | -10.3% |
| 30D | -33.9% | +25.9% | -59.8% | -37.7% |
| 3M | -51.0% | +5.0% | -56.0% | -51.9% |
| 6M | -55.1% | -7.9% | -47.2% | -54.8% |
| YTD | -53.6% | -25.4% | -28.3% | -51.1% |
| 1Y | -51.0% | -15.4% | -35.6% | -49.5% |
| 3Y | +681.7% | +83.3% | +598.4% | +569.1% |
| 5Y | +182.4% | -0.8% | +183.2% | +140.0% |
| All | +230.3% | -4.5% | +234.8% | +192.2% |
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