-49.2%
ASTS vs RL
+34.3%
-83.5%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.5% | -8.6% | -5.8% |
| 7D | -15.8% | +5.8% | -21.6% | -17.7% |
| 30D | -39.0% | +12.7% | -51.8% | -42.0% |
| 3M | -49.3% | +9.3% | -58.7% | -51.4% |
| 6M | -47.9% | +16.9% | -64.9% | -52.7% |
| YTD | -51.0% | +17.5% | -68.4% | -57.8% |
| 1Y | -49.2% | +34.6% | -83.8% | -61.9% |
| All | -49.2% | +34.3% | -83.5% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling