+230.9%
ASTS vs RVTY
+81.7%
+149.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.8% | +4.2% | +5.7% |
| 7D | -21.1% | -1.2% | -19.9% | -20.2% |
| 30D | -46.7% | +1.0% | -47.7% | -46.6% |
| 3M | -52.0% | +35.8% | -87.8% | -58.5% |
| 6M | -54.3% | +56.7% | -111.0% | -63.7% |
| YTD | -55.5% | +60.7% | -116.2% | -65.4% |
| 1Y | -50.5% | +73.7% | -124.2% | -62.8% |
| 3Y | +706.2% | +82.8% | +623.5% | +495.7% |
| 5Y | +165.2% | -7.0% | +172.2% | +151.2% |
| All | +230.9% | +81.7% | +149.2% | +206.2% |
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