+653.1%
ASTS vs RRC
+40.4%
+612.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.7% | -11.6% | -14.0% |
| 7D | -29.9% | -6.9% | -23.0% | -28.2% |
| 30D | -52.2% | +25.4% | -77.6% | -55.9% |
| 3M | -55.8% | +31.9% | -87.7% | -60.3% |
| 6M | -52.7% | +17.2% | -69.9% | -55.7% |
| YTD | -58.4% | +43.4% | -101.8% | -65.5% |
| 1Y | -57.1% | +36.7% | -93.8% | -63.5% |
| All | +653.1% | +40.4% | +612.7% | +562.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling