+706.2%
ASTS vs RY
+155.6%
+550.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.3% | +8.3% | +8.5% |
| 7D | -21.1% | -0.9% | -20.2% | -20.2% |
| 30D | -46.7% | +5.9% | -52.6% | -50.2% |
| 3M | -52.0% | -4.3% | -47.7% | -49.4% |
| 6M | -54.3% | +12.1% | -66.4% | -59.7% |
| YTD | -55.5% | +20.3% | -75.7% | -63.7% |
| 1Y | -50.5% | +41.0% | -91.5% | -64.8% |
| 3Y | +706.2% | +157.5% | +548.7% | +252.9% |
| All | +706.2% | +155.6% | +550.7% | +252.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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