+61.0%
RSP vs ASTS
+688.5%
-627.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.1% | -7.4% | -0.6% |
| 7D | -1.0% | -21.1% | +20.1% | -0.4% |
| 30D | +2.6% | -46.7% | +49.3% | +4.3% |
| 3M | -0.8% | -52.0% | +51.2% | +1.1% |
| 6M | +6.3% | -54.3% | +60.5% | +7.8% |
| YTD | +14.1% | -55.5% | +69.6% | +15.2% |
| 1Y | +18.0% | -50.5% | +68.5% | +18.5% |
| 3Y | +61.0% | +706.2% | -645.2% | +54.4% |
| All | +61.0% | +688.5% | -627.5% | +54.4% |
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