+2,919.2%
ASTS vs RBRK
+137.4%
+2,781.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.2% | +8.3% | +7.1% |
| 7D | +18.5% | +3.7% | +14.8% | +16.2% |
| 30D | -8.1% | +1.7% | -9.8% | -10.5% |
| 3M | -28.2% | +27.7% | -55.9% | -37.5% |
| 6M | -26.1% | +60.3% | -86.4% | -44.7% |
| YTD | -9.0% | +19.8% | -28.8% | -22.3% |
| 1Y | +62.2% | -4.2% | +66.3% | +52.1% |
| All | +2,919.2% | +137.4% | +2,781.8% | +1,219.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded RBRK 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling