+253.1%
ASTS vs RL
+356.3%
-103.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.8% | -5.0% | -5.4% |
| 7D | +14.2% | +2.4% | +11.9% | +13.1% |
| 30D | -26.7% | +4.6% | -31.3% | -28.0% |
| 3M | -53.6% | -1.1% | -52.5% | -53.3% |
| 6M | -52.7% | +16.5% | -69.2% | -56.7% |
| YTD | -52.5% | +11.4% | -63.9% | -55.7% |
| 1Y | -46.5% | +16.1% | -62.6% | -51.1% |
| 3Y | +700.5% | +252.6% | +447.9% | +355.0% |
| 5Y | +168.5% | +244.9% | -76.4% | +48.7% |
| All | +253.1% | +356.3% | -103.2% | +92.7% |
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