+190.3%
RDDT vs ASTS
+2,034.0%
-1,843.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.6% | +3.6% | -1.5% |
| 7D | -7.4% | 0.0% | -7.4% | -7.4% |
| 30D | -7.7% | -9.2% | +1.5% | -7.1% |
| 3M | -17.8% | -29.6% | +11.9% | -16.0% |
| 6M | +5.5% | -30.5% | +35.9% | +6.8% |
| YTD | -36.3% | -14.1% | -22.2% | -37.1% |
| 1Y | -39.0% | +69.1% | -108.1% | -43.1% |
| All | +190.3% | +2,034.0% | -1,843.7% | +181.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 ASTS 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