+274.8%
ASTS vs RTX
+159.6%
+115.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.5% | +8.2% | +8.5% |
| 7D | +2.8% | +1.4% | +1.4% | +2.5% |
| 30D | -28.8% | +7.8% | -36.7% | -30.6% |
| 3M | -48.9% | -9.8% | -39.1% | -47.3% |
| 6M | -55.6% | +13.5% | -69.2% | -57.8% |
| YTD | -49.6% | +10.9% | -60.5% | -51.4% |
| 1Y | -46.1% | +14.0% | -60.0% | -48.2% |
| 3Y | +749.7% | +159.9% | +589.7% | +557.4% |
| 5Y | +193.2% | +151.7% | +41.5% | +130.4% |
| All | +274.8% | +159.6% | +115.2% | +188.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 RTX 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