+59.4%
ASTS vs RBLX
-66.1%
+125.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.3% |
| 7D | -3.6% | +8.1% | -11.7% | -6.4% |
| 30D | -16.4% | +23.9% | -40.3% | -23.2% |
| 3M | -31.4% | +8.1% | -39.5% | -36.3% |
| 6M | -31.6% | -23.7% | -7.8% | -26.3% |
| YTD | -17.5% | -44.6% | +27.1% | +4.6% |
| 1Y | +59.4% | -66.2% | +125.6% | +158.5% |
| All | +59.4% | -66.1% | +125.6% | +158.5% |
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