+537.8%
ASTS vs RY
+230.5%
+307.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.7% |
| 7D | +7.3% | +3.1% | +4.2% | +5.3% |
| 30D | -8.9% | -0.3% | -8.6% | -8.6% |
| 3M | -41.9% | +8.7% | -50.6% | -44.9% |
| 6M | -40.6% | +28.5% | -69.1% | -49.1% |
| YTD | -14.2% | +25.1% | -39.3% | -25.0% |
| 1Y | +48.9% | +46.3% | +2.6% | +19.7% |
| 3Y | +1,461.7% | +154.9% | +1,306.7% | +842.4% |
| 5Y | +404.1% | +140.3% | +263.8% | +216.5% |
| All | +537.8% | +230.5% | +307.2% | +297.0% |
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