+122.2%
RSP vs ASTS
+537.8%
-415.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -0.8% | +7.3% | -8.1% | -1.1% |
| 30D | -0.3% | -8.9% | +8.5% | 0.0% |
| 3M | +4.3% | -41.9% | +46.2% | +6.1% |
| 6M | +8.8% | -40.6% | +49.4% | +9.9% |
| YTD | +15.3% | -14.2% | +29.5% | +13.9% |
| 1Y | +18.3% | +48.9% | -30.6% | +13.2% |
| 3Y | +52.8% | +1,461.7% | -1,408.9% | +24.4% |
| 5Y | +51.7% | +404.1% | -352.4% | +25.5% |
| All | +122.2% | +537.8% | -415.6% | +69.0% |
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