+127.4%
RSP vs ASTS
+264.6%
-137.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.1% | +6.0% | +2.0% |
| 7D | +2.7% | -15.8% | +18.5% | +3.4% |
| 30D | +5.8% | -39.0% | +44.8% | +7.8% |
| 3M | +1.8% | -49.3% | +51.1% | +4.4% |
| 6M | +11.6% | -47.9% | +59.6% | +13.3% |
| YTD | +18.0% | -51.0% | +68.9% | +19.1% |
| 1Y | +21.8% | -49.2% | +71.0% | +22.3% |
| 3Y | +65.6% | +760.4% | -694.8% | +38.5% |
| 5Y | +51.6% | +185.6% | -134.0% | +28.2% |
| All | +127.4% | +264.6% | -137.1% | +76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling