+209.1%
ASTS vs RRC
+1,197.7%
-988.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.7% | -11.6% | -14.7% |
| 7D | -29.9% | -6.9% | -23.0% | -29.2% |
| 30D | -52.2% | +25.4% | -77.6% | -53.7% |
| 3M | -55.8% | +31.9% | -87.7% | -57.6% |
| 6M | -52.7% | +17.2% | -69.9% | -54.1% |
| YTD | -58.4% | +43.4% | -101.8% | -60.9% |
| 1Y | -57.1% | +36.7% | -93.8% | -59.4% |
| 3Y | +629.5% | +38.8% | +590.6% | +586.7% |
| 5Y | +147.7% | +118.3% | +29.5% | +122.7% |
| All | +209.1% | +1,197.7% | -988.6% | +177.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling