+244.8%
ASTS vs ROK
+158.4%
+86.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.0% | -10.7% | -9.8% |
| 7D | -9.3% | -11.0% | +1.7% | -2.7% |
| 30D | -33.9% | -8.2% | -25.7% | -30.2% |
| 3M | -51.0% | -8.5% | -42.5% | -48.1% |
| 6M | -55.1% | -12.0% | -43.2% | -51.7% |
| YTD | -53.6% | +3.1% | -56.7% | -54.2% |
| 1Y | -51.0% | +2.9% | -53.8% | -51.1% |
| 3Y | +681.7% | +60.7% | +621.0% | +521.7% |
| 5Y | +182.4% | +29.5% | +152.9% | +131.4% |
| All | +244.8% | +158.4% | +86.4% | +163.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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