+253.1%
ASTS vs RVTY
+84.0%
+169.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.8% | -5.0% | -5.4% |
| 7D | +14.2% | +4.1% | +10.1% | +12.3% |
| 30D | -26.7% | +1.3% | -28.0% | -26.5% |
| 3M | -53.6% | +33.3% | -86.8% | -59.4% |
| 6M | -52.7% | +58.3% | -111.0% | -62.5% |
| YTD | -52.5% | +62.7% | -115.2% | -63.2% |
| 1Y | -46.5% | +67.2% | -113.7% | -58.9% |
| 3Y | +700.5% | +87.3% | +613.2% | +486.4% |
| 5Y | +168.5% | -13.4% | +181.9% | +155.6% |
| All | +253.1% | +84.0% | +169.2% | +225.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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