+653.1%
ASTS vs RVTY
+73.0%
+580.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -5.4% | -9.8% | -12.0% |
| 7D | -29.9% | -9.0% | -20.9% | -25.5% |
| 30D | -52.2% | -1.6% | -50.6% | -51.4% |
| 3M | -55.8% | +31.2% | -87.0% | -62.2% |
| 6M | -52.7% | +63.6% | -116.3% | -65.6% |
| YTD | -58.4% | +56.3% | -114.7% | -69.4% |
| 1Y | -57.1% | +63.3% | -120.4% | -69.2% |
| All | +653.1% | +73.0% | +580.1% | +395.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling