-55.6%
ASTS vs RBLX
+27.5%
-83.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.8% | +5.9% | +7.8% |
| 7D | +2.8% | +6.7% | -3.9% | +1.2% |
| 30D | -28.8% | +6.1% | -34.9% | -30.3% |
| 3M | -48.9% | +45.3% | -94.1% | -54.4% |
| 6M | -55.6% | +27.4% | -83.0% | -61.1% |
| All | -55.6% | +27.5% | -83.1% | -61.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling