+537.8%
ASTS vs ROK
+182.2%
+355.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.4% |
| 7D | +7.3% | +0.7% | +6.7% | +7.0% |
| 30D | -8.9% | -3.3% | -5.6% | -6.9% |
| 3M | -41.9% | -5.9% | -36.1% | -40.3% |
| 6M | -40.6% | +13.9% | -54.5% | -44.9% |
| YTD | -14.2% | +12.6% | -26.8% | -19.8% |
| 1Y | +48.9% | +28.6% | +20.3% | +30.9% |
| 3Y | +1,461.7% | +45.1% | +1,416.5% | +1,171.4% |
| 5Y | +404.1% | +45.6% | +358.6% | +289.4% |
| All | +537.8% | +182.2% | +355.5% | +360.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling