+230.9%
ASTS vs RMD
+68.1%
+162.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.7% | +8.7% | +7.4% |
| 7D | -21.1% | +2.3% | -23.4% | -21.6% |
| 30D | -46.7% | +4.1% | -50.8% | -47.3% |
| 3M | -52.0% | +5.7% | -57.7% | -52.8% |
| 6M | -54.3% | +12.9% | -67.2% | -56.1% |
| YTD | -55.5% | -1.5% | -54.0% | -55.6% |
| 1Y | -50.5% | -4.8% | -45.7% | -50.1% |
| 3Y | +706.2% | +57.5% | +648.7% | +611.6% |
| 5Y | +165.2% | -5.5% | +170.7% | +151.3% |
| All | +230.9% | +68.1% | +162.8% | +212.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling