+537.8%
ASTS vs RL
+308.9%
+228.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.7% |
| 7D | +7.3% | -0.8% | +8.1% | +7.7% |
| 30D | -8.9% | -7.8% | -1.1% | -5.7% |
| 3M | -41.9% | -4.0% | -37.9% | -41.7% |
| 6M | -40.6% | -1.9% | -38.7% | -41.0% |
| YTD | -14.2% | -0.2% | -14.0% | -15.9% |
| 1Y | +48.9% | +10.7% | +38.2% | +39.1% |
| 3Y | +1,461.7% | +210.8% | +1,250.9% | +838.6% |
| 5Y | +404.1% | +238.2% | +165.9% | +190.5% |
| All | +537.8% | +308.9% | +228.8% | +265.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling