+2,635.6%
ASTS vs RBRK
+130.3%
+2,505.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.1% |
| 7D | -3.6% | -3.5% | -0.1% | -2.0% |
| 30D | -16.4% | -8.3% | -8.1% | -14.0% |
| 3M | -31.4% | +24.7% | -56.1% | -39.6% |
| 6M | -31.6% | +58.9% | -90.5% | -48.6% |
| YTD | -17.5% | +16.3% | -33.8% | -28.6% |
| 1Y | +59.4% | +10.1% | +49.3% | +40.6% |
| All | +2,635.6% | +130.3% | +2,505.3% | +1,112.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling