+48.9%
ASTS vs RBLX
-67.7%
+116.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | -1.3% |
| 7D | +7.3% | +12.4% | -5.1% | +2.7% |
| 30D | -8.9% | +19.7% | -28.6% | -15.0% |
| 3M | -41.9% | -0.1% | -41.8% | -44.1% |
| 6M | -40.6% | -35.7% | -4.9% | -30.6% |
| YTD | -14.2% | -46.6% | +32.3% | +8.7% |
| 1Y | +48.9% | -66.6% | +115.5% | +137.7% |
| All | +48.9% | -67.7% | +116.6% | +137.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBLX.
Daily Out/Under-Performance
Portfolio return minus RBLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBLX 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 1y: compounded portfolio wealth divided by compounded RBLX 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…
1y analysis · Full analysis span regression · 6 months rolling