+537.8%
ASTS vs RRC
+983.3%
-445.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | +7.3% | +1.3% | +6.0% | +7.1% |
| 30D | -8.9% | +10.1% | -19.0% | -10.2% |
| 3M | -41.9% | +4.0% | -45.9% | -42.4% |
| 6M | -40.6% | +1.6% | -42.2% | -41.1% |
| YTD | -14.2% | +19.7% | -33.9% | -17.2% |
| 1Y | +48.9% | +21.4% | +27.4% | +43.3% |
| 3Y | +1,461.7% | +29.7% | +1,432.0% | +1,391.3% |
| 5Y | +404.1% | +153.9% | +250.3% | +362.7% |
| All | +537.8% | +983.3% | -445.5% | +489.1% |
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