+233.7%
ASTS vs RL
+351.1%
-117.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.2% | -4.4% | -5.0% |
| 7D | +0.8% | +2.6% | -1.8% | -0.2% |
| 30D | -22.6% | +2.9% | -25.6% | -23.4% |
| 3M | -54.4% | 0.0% | -54.4% | -54.4% |
| 6M | -56.4% | +17.1% | -73.5% | -60.1% |
| YTD | -55.1% | +10.1% | -65.2% | -57.9% |
| 1Y | -46.9% | +17.3% | -64.3% | -51.7% |
| 3Y | +715.0% | +249.3% | +465.7% | +365.6% |
| 5Y | +153.7% | +240.9% | -87.2% | +41.4% |
| All | +233.7% | +351.1% | -117.4% | +83.2% |
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