+264.6%
ASTS vs RL
+381.2%
-116.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.5% | -8.6% | -6.2% |
| 7D | -15.8% | +5.8% | -21.6% | -18.2% |
| 30D | -39.0% | +12.7% | -51.8% | -42.5% |
| 3M | -49.3% | +9.3% | -58.7% | -51.8% |
| 6M | -47.9% | +16.9% | -64.9% | -52.6% |
| YTD | -51.0% | +17.5% | -68.4% | -55.6% |
| 1Y | -49.2% | +34.6% | -83.8% | -56.9% |
| 3Y | +760.4% | +273.2% | +487.1% | +373.7% |
| 5Y | +185.6% | +265.2% | -79.6% | +53.4% |
| All | +264.6% | +381.2% | -116.6% | +93.0% |
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