-46.5%
ASTS vs RBLX
-51.0%
+4.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.3% | -3.5% | -5.0% |
| 7D | +14.2% | +7.9% | +6.3% | +11.6% |
| 30D | -26.7% | +3.9% | -30.6% | -27.9% |
| 3M | -53.6% | +44.7% | -98.3% | -60.0% |
| 6M | -52.7% | +23.8% | -76.5% | -59.1% |
| YTD | -52.5% | -36.5% | -16.0% | -41.4% |
| 1Y | -46.5% | -50.7% | +4.2% | -9.8% |
| All | -46.5% | -51.0% | +4.5% | -9.8% |
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