+277.6%
ASTS vs RL
+365.4%
-87.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +5.8% | +8.3% | +11.3% |
| 7D | +1.5% | +0.2% | +1.3% | +1.9% |
| 30D | -27.6% | +7.3% | -35.0% | -29.7% |
| 3M | -48.7% | +1.0% | -49.8% | -49.0% |
| 6M | -50.8% | +11.8% | -62.6% | -54.1% |
| YTD | -49.2% | +13.6% | -62.8% | -53.0% |
| 1Y | -46.7% | +24.0% | -70.7% | -52.8% |
| 3Y | +793.2% | +256.6% | +536.6% | +404.7% |
| 5Y | +195.6% | +240.2% | -44.6% | +62.9% |
| All | +277.6% | +365.4% | -87.8% | +104.3% |
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