+217.0%
ASTS vs RKT
-0.4%
+217.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.6% | +5.4% | +6.7% |
| 7D | -21.1% | +17.7% | -38.7% | -24.3% |
| 30D | -46.7% | +31.6% | -78.3% | -50.3% |
| 3M | -52.0% | +13.9% | -65.9% | -53.8% |
| 6M | -54.3% | +2.8% | -57.1% | -55.1% |
| YTD | -55.5% | -22.2% | -33.3% | -53.6% |
| 1Y | -50.5% | -3.5% | -47.0% | -50.4% |
| 3Y | +706.2% | +95.3% | +611.0% | +579.8% |
| 5Y | +165.2% | -0.4% | +165.6% | +122.7% |
| All | +217.0% | -0.4% | +217.4% | +177.4% |
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