+277.6%
ASTS vs RSG
+210.6%
+67.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | 0.0% | +14.1% | +14.1% |
| 7D | +1.5% | +0.3% | +1.2% | +1.5% |
| 30D | -27.6% | +13.8% | -41.4% | -27.8% |
| 3M | -48.7% | +15.4% | -64.1% | -48.9% |
| 6M | -50.8% | +24.1% | -75.0% | -51.7% |
| YTD | -49.2% | +17.8% | -67.1% | -49.7% |
| 1Y | -46.7% | +21.5% | -68.2% | -47.5% |
| 3Y | +793.2% | +63.3% | +729.9% | +720.3% |
| 5Y | +195.6% | +97.3% | +98.3% | +157.3% |
| All | +277.6% | +210.6% | +67.0% | +225.8% |
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