+230.9%
ASTS vs RNG
-55.0%
+285.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.9% | +9.9% | +7.8% |
| 7D | -21.1% | -11.3% | -9.8% | -18.4% |
| 30D | -46.7% | -5.7% | -41.0% | -45.7% |
| 3M | -52.0% | +16.8% | -68.8% | -54.0% |
| 6M | -54.3% | +58.5% | -112.7% | -60.7% |
| YTD | -55.5% | +151.3% | -206.8% | -68.6% |
| 1Y | -50.5% | +169.0% | -219.5% | -65.7% |
| 3Y | +706.2% | +156.9% | +549.3% | +453.4% |
| 5Y | +165.2% | -69.0% | +234.2% | +166.8% |
| All | +230.9% | -55.0% | +285.9% | +245.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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