+230.9%
ASTS vs RMBS
+434.6%
-203.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +7.0% | +0.1% | +3.9% |
| 7D | -21.1% | -12.0% | -9.1% | -16.1% |
| 30D | -46.7% | -33.1% | -13.5% | -35.8% |
| 3M | -52.0% | -23.7% | -28.3% | -45.6% |
| 6M | -54.3% | -42.7% | -11.6% | -41.5% |
| YTD | -55.5% | -18.9% | -36.6% | -53.9% |
| 1Y | -50.5% | -30.0% | -20.5% | -45.0% |
| 3Y | +706.2% | +28.8% | +677.4% | +532.5% |
| 5Y | +165.2% | +210.5% | -45.3% | +48.5% |
| All | +230.9% | +434.6% | -203.7% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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