+126.7%
RSP vs ASTS
+274.8%
-148.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.7% | -7.9% | +0.4% |
| 7D | -0.3% | +2.8% | -3.1% | -0.5% |
| 30D | +4.4% | -28.8% | +33.3% | +5.7% |
| 3M | +1.3% | -48.9% | +50.1% | +3.7% |
| 6M | +10.0% | -55.6% | +65.6% | +12.5% |
| YTD | +17.6% | -49.6% | +67.2% | +18.5% |
| 1Y | +19.2% | -46.1% | +65.3% | +19.3% |
| 3Y | +66.0% | +749.7% | -683.6% | +39.0% |
| 5Y | +50.4% | +193.2% | -142.8% | +26.9% |
| All | +126.7% | +274.8% | -148.1% | +75.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling