+2,745.2%
ASTS vs RBRK
+142.7%
+2,602.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.5% |
| 7D | +7.3% | +0.7% | +6.7% | +6.9% |
| 30D | -8.9% | +10.4% | -19.3% | -14.6% |
| 3M | -41.9% | +21.6% | -63.6% | -48.1% |
| 6M | -40.6% | +70.7% | -111.3% | -57.0% |
| YTD | -14.2% | +22.5% | -36.7% | -27.5% |
| 1Y | +48.9% | +8.2% | +40.6% | +29.6% |
| All | +2,745.2% | +142.7% | +2,602.5% | +1,131.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling