+230.9%
ASTS vs RTX
+144.4%
+86.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.2% | +8.3% | +7.4% |
| 7D | -21.1% | -5.1% | -15.9% | -19.7% |
| 30D | -46.7% | +5.1% | -51.8% | -47.7% |
| 3M | -52.0% | -14.8% | -37.2% | -49.7% |
| 6M | -54.3% | +8.0% | -62.3% | -55.8% |
| YTD | -55.5% | +4.5% | -60.0% | -56.3% |
| 1Y | -50.5% | +9.8% | -60.3% | -51.9% |
| 3Y | +706.2% | +144.2% | +562.0% | +535.8% |
| 5Y | +165.2% | +131.4% | +33.8% | +112.8% |
| All | +230.9% | +144.4% | +86.5% | +159.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling