+653.1%
ASTS vs RL
+244.8%
+408.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -7.3% | -7.9% | -9.9% |
| 7D | -29.9% | -4.7% | -25.2% | -27.2% |
| 30D | -52.2% | +3.6% | -55.7% | -53.2% |
| 3M | -55.8% | +0.5% | -56.4% | -56.2% |
| 6M | -52.7% | +6.6% | -59.3% | -56.1% |
| YTD | -58.4% | +8.8% | -67.3% | -62.7% |
| 1Y | -57.1% | +21.8% | -78.8% | -65.1% |
| All | +653.1% | +244.8% | +408.3% | +60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling