+160.4%
ASTS vs RBLX
-54.0%
+214.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.9% | -2.6% | -4.4% |
| 7D | +0.8% | +1.2% | -0.4% | +0.7% |
| 30D | -22.6% | +5.0% | -27.6% | -24.4% |
| 3M | -54.4% | +31.5% | -85.9% | -59.6% |
| 6M | -56.4% | +18.9% | -75.4% | -61.2% |
| YTD | -55.1% | -38.4% | -16.7% | -49.3% |
| 1Y | -46.9% | -50.7% | +3.8% | -34.5% |
| 3Y | +715.0% | +28.8% | +686.2% | +563.2% |
| All | +160.4% | -54.0% | +214.4% | +133.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling