+264.6%
ASTS vs RY
+231.3%
+33.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.0% | -7.2% | -6.1% |
| 7D | -15.8% | +2.5% | -18.2% | -17.2% |
| 30D | -39.0% | +8.4% | -47.5% | -42.3% |
| 3M | -49.3% | +1.2% | -50.6% | -49.8% |
| 6M | -47.9% | +19.4% | -67.3% | -53.4% |
| YTD | -51.0% | +25.4% | -76.4% | -57.3% |
| 1Y | -49.2% | +46.7% | -95.8% | -59.2% |
| 3Y | +760.4% | +168.6% | +591.8% | +405.5% |
| 5Y | +185.6% | +132.3% | +53.4% | +79.3% |
| All | +264.6% | +231.3% | +33.2% | +126.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling