+2,633.3%
ASTS vs RBRK
+124.5%
+2,508.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.5% | +1.1% |
| 7D | -3.9% | -7.5% | +3.6% | -0.4% |
| 30D | -19.4% | -10.4% | -9.0% | -16.2% |
| 3M | -38.6% | +21.3% | -59.9% | -45.3% |
| 6M | -32.1% | +50.6% | -82.8% | -47.7% |
| YTD | -17.6% | +13.3% | -30.9% | -27.8% |
| 1Y | +56.0% | +11.2% | +44.8% | +36.6% |
| All | +2,633.3% | +124.5% | +2,508.9% | +1,126.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling