+274.8%
ASTS vs RRC
+1,240.8%
-966.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.3% | +7.4% | +8.5% |
| 7D | +2.8% | -0.5% | +3.3% | +2.9% |
| 30D | -28.8% | +25.2% | -54.0% | -31.1% |
| 3M | -48.9% | +27.8% | -76.7% | -50.7% |
| 6M | -55.6% | +27.2% | -82.9% | -57.4% |
| YTD | -49.6% | +48.2% | -97.7% | -52.9% |
| 1Y | -46.1% | +34.7% | -80.8% | -48.9% |
| 3Y | +749.7% | +62.2% | +687.4% | +685.9% |
| 5Y | +193.2% | +130.9% | +62.3% | +162.1% |
| All | +274.8% | +1,240.8% | -966.0% | +235.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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