+230.9%
ASTS vs ROK
+144.5%
+86.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.4% | +8.4% | +7.8% |
| 7D | -21.1% | -13.8% | -7.3% | -13.8% |
| 30D | -46.7% | -14.9% | -31.7% | -41.2% |
| 3M | -52.0% | -14.7% | -37.3% | -47.1% |
| 6M | -54.3% | -17.7% | -36.6% | -48.8% |
| YTD | -55.5% | -2.5% | -53.0% | -54.7% |
| 1Y | -50.5% | +2.3% | -52.7% | -50.4% |
| 3Y | +706.2% | +52.7% | +653.5% | +560.2% |
| 5Y | +165.2% | +20.5% | +144.7% | +124.6% |
| All | +230.9% | +144.5% | +86.4% | +160.4% |
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