+576.8%
ASTS vs RSG
+178.0%
+398.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.5% | +6.6% | +6.1% |
| 7D | +18.5% | -0.7% | +19.2% | +18.5% |
| 30D | -8.1% | +3.3% | -11.4% | -8.2% |
| 3M | -28.2% | +8.5% | -36.6% | -28.9% |
| 6M | -26.1% | -3.5% | -22.6% | -25.6% |
| YTD | -9.0% | +5.5% | -14.5% | -9.6% |
| 1Y | +62.2% | -1.7% | +63.9% | +62.5% |
| 3Y | +1,621.9% | +56.9% | +1,565.0% | +1,456.8% |
| 5Y | +457.0% | +89.4% | +367.6% | +383.7% |
| All | +576.8% | +178.0% | +398.8% | +485.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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