+230.9%
ASTS vs RRC
+1,159.7%
-928.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.9% | +10.0% | +7.4% |
| 7D | -21.1% | -10.8% | -10.3% | -19.8% |
| 30D | -46.7% | +22.3% | -69.0% | -48.3% |
| 3M | -52.0% | +26.6% | -78.6% | -53.7% |
| 6M | -54.3% | +18.9% | -73.2% | -55.7% |
| YTD | -55.5% | +39.2% | -94.7% | -58.0% |
| 1Y | -50.5% | +34.0% | -84.4% | -53.0% |
| 3Y | +706.2% | +42.0% | +664.2% | +657.7% |
| 5Y | +165.2% | +111.9% | +53.3% | +139.3% |
| All | +230.9% | +1,159.7% | -928.7% | +198.6% |
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