+230.9%
ASTS vs RL
+339.7%
-108.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.4% | +8.4% | +7.7% |
| 7D | -21.1% | -4.2% | -16.9% | -19.4% |
| 30D | -46.7% | +4.3% | -51.0% | -47.7% |
| 3M | -52.0% | -4.6% | -47.4% | -51.0% |
| 6M | -54.3% | +1.7% | -56.0% | -55.3% |
| YTD | -55.5% | +7.3% | -62.8% | -57.8% |
| 1Y | -50.5% | +20.8% | -71.3% | -55.6% |
| 3Y | +706.2% | +247.0% | +459.3% | +362.2% |
| 5Y | +165.2% | +225.5% | -60.2% | +49.6% |
| All | +230.9% | +339.7% | -108.8% | +83.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling