+537.8%
ASTS vs RVTY
+52.5%
+485.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +7.3% | +1.1% | +6.2% | +6.9% |
| 30D | -8.9% | +13.2% | -22.1% | -14.0% |
| 3M | -41.9% | +27.2% | -69.2% | -48.9% |
| 6M | -40.6% | +32.4% | -73.0% | -49.0% |
| YTD | -14.2% | +34.9% | -49.1% | -27.5% |
| 1Y | +48.9% | +52.4% | -3.5% | +19.3% |
| 3Y | +1,461.7% | +12.3% | +1,449.4% | +1,308.6% |
| 5Y | +404.1% | -30.8% | +434.9% | +425.1% |
| All | +537.8% | +52.5% | +485.3% | +541.0% |
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