+209.1%
ASTS vs RVTY
+76.7%
+132.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -5.4% | -9.8% | -12.6% |
| 7D | -29.9% | -9.0% | -20.9% | -26.3% |
| 30D | -52.2% | -1.6% | -50.6% | -51.5% |
| 3M | -55.8% | +31.2% | -87.0% | -61.1% |
| 6M | -52.7% | +63.6% | -116.3% | -63.2% |
| YTD | -58.4% | +56.3% | -114.7% | -67.2% |
| 1Y | -57.1% | +63.3% | -120.4% | -66.8% |
| 3Y | +629.5% | +72.4% | +557.0% | +452.5% |
| 5Y | +147.7% | -9.6% | +157.3% | +137.8% |
| All | +209.1% | +76.7% | +132.4% | +189.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling