+233.7%
ASTS vs RMD
+71.6%
+162.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.8% | -5.6% |
| 7D | +0.8% | +2.1% | -1.2% | +0.4% |
| 30D | -22.6% | +2.1% | -24.7% | -23.1% |
| 3M | -54.4% | +6.2% | -60.7% | -55.2% |
| 6M | -56.4% | +19.4% | -75.8% | -58.6% |
| YTD | -55.1% | +0.5% | -55.7% | -55.4% |
| 1Y | -46.9% | -3.9% | -43.0% | -46.6% |
| 3Y | +715.0% | +72.5% | +642.5% | +605.9% |
| 5Y | +153.7% | -1.5% | +155.2% | +139.5% |
| All | +233.7% | +71.6% | +162.1% | +213.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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