+196.1%
ASTS vs RKT
-2.0%
+198.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -1.3% | -14.0% | -14.9% |
| 7D | -29.9% | +24.3% | -54.2% | -33.7% |
| 30D | -52.2% | +27.9% | -80.0% | -55.1% |
| 3M | -55.8% | +6.9% | -62.8% | -56.9% |
| 6M | -52.7% | +5.2% | -57.9% | -53.8% |
| YTD | -58.4% | -23.5% | -35.0% | -56.5% |
| 1Y | -57.1% | -9.1% | -48.0% | -56.5% |
| 3Y | +629.5% | +81.5% | +548.0% | +523.6% |
| 5Y | +147.7% | -2.0% | +149.7% | +108.8% |
| All | +196.1% | -2.0% | +198.1% | +160.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling