+277.6%
ASTS vs RVTY
+88.3%
+189.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +3.6% | +10.5% | +12.3% |
| 7D | +1.5% | +6.0% | -4.5% | -0.8% |
| 30D | -27.6% | +4.3% | -31.9% | -28.5% |
| 3M | -48.7% | +40.2% | -89.0% | -56.2% |
| 6M | -50.8% | +59.3% | -110.1% | -61.2% |
| YTD | -49.2% | +66.5% | -115.7% | -61.1% |
| 1Y | -46.7% | +77.5% | -124.2% | -60.3% |
| 3Y | +793.2% | +92.5% | +700.7% | +545.6% |
| 5Y | +195.6% | -6.8% | +202.4% | +176.6% |
| All | +277.6% | +88.3% | +189.3% | +243.9% |
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