+1,505.9%
ASTS vs RY
+154.9%
+1,351.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +1.1% |
| 7D | +7.3% | +3.1% | +4.2% | +3.6% |
| 30D | -8.9% | -0.3% | -8.6% | -8.5% |
| 3M | -41.9% | +8.7% | -50.6% | -47.5% |
| 6M | -40.6% | +28.5% | -69.1% | -56.0% |
| YTD | -14.2% | +25.1% | -39.3% | -34.2% |
| 1Y | +48.9% | +46.3% | +2.6% | -1.9% |
| All | +1,505.9% | +154.9% | +1,351.0% | +403.6% |
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