+538.9%
ASTS vs RRX
+140.1%
+398.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.5% | -3.1% | -4.4% |
| 7D | 0.0% | -0.7% | +0.8% | +0.4% |
| 30D | -9.2% | -8.0% | -1.3% | -5.3% |
| 3M | -29.6% | -25.1% | -4.6% | -20.0% |
| 6M | -30.5% | -18.3% | -12.2% | -24.1% |
| YTD | -14.1% | +14.2% | -28.2% | -20.5% |
| 1Y | +69.1% | +13.0% | +56.1% | +57.9% |
| 3Y | +1,525.5% | +4.2% | +1,521.3% | +1,412.5% |
| 5Y | +425.9% | +17.9% | +408.0% | +369.3% |
| All | +538.9% | +140.1% | +398.8% | +464.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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