+233.7%
ASTS vs RVTY
+80.9%
+152.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.7% | -3.8% | -4.7% |
| 7D | +0.8% | -0.5% | +1.3% | +1.3% |
| 30D | -22.6% | +1.5% | -24.2% | -22.6% |
| 3M | -54.4% | +31.5% | -85.9% | -59.8% |
| 6M | -56.4% | +62.7% | -119.1% | -65.9% |
| YTD | -55.1% | +60.0% | -115.1% | -64.9% |
| 1Y | -46.9% | +65.7% | -112.6% | -59.1% |
| 3Y | +715.0% | +85.2% | +629.8% | +500.8% |
| 5Y | +153.7% | -14.9% | +168.6% | +143.6% |
| All | +233.7% | +80.9% | +152.8% | +210.2% |
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