+653.1%
ASTS vs RY
+158.9%
+494.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.9% | -12.3% | -11.9% |
| 7D | -29.9% | -1.1% | -28.8% | -28.8% |
| 30D | -52.2% | +4.4% | -56.6% | -54.5% |
| 3M | -55.8% | -2.9% | -52.9% | -54.1% |
| 6M | -52.7% | +15.6% | -68.3% | -59.7% |
| YTD | -58.4% | +21.8% | -80.2% | -66.5% |
| 1Y | -57.1% | +42.6% | -99.7% | -69.8% |
| All | +653.1% | +158.9% | +494.2% | +225.3% |
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