+815.5%
ASTS vs ROK
+64.8%
+750.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.3% | +6.4% | +6.8% |
| 7D | +2.8% | -8.5% | +11.3% | +10.9% |
| 30D | -28.8% | -6.4% | -22.4% | -24.5% |
| 3M | -48.9% | -8.8% | -40.0% | -44.5% |
| 6M | -55.6% | -10.5% | -45.1% | -51.8% |
| YTD | -49.6% | +5.4% | -55.0% | -52.2% |
| 1Y | -46.1% | +5.0% | -51.0% | -48.0% |
| All | +815.5% | +64.8% | +750.7% | +460.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling