+120.9%
RSP vs ASTS
+209.1%
-88.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -15.2% | +12.3% | -2.2% |
| 7D | -1.4% | -29.9% | +28.4% | 0.0% |
| 30D | +2.1% | -52.2% | +54.3% | +5.1% |
| 3M | -0.9% | -55.8% | +54.9% | +2.2% |
| 6M | +7.5% | -52.7% | +60.2% | +9.6% |
| YTD | +14.6% | -58.4% | +73.0% | +16.4% |
| 1Y | +17.6% | -57.1% | +74.7% | +18.9% |
| 3Y | +60.8% | +629.5% | -568.7% | +35.4% |
| 5Y | +46.1% | +147.7% | -101.6% | +24.3% |
| All | +120.9% | +209.1% | -88.2% | +72.7% |
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