+1,505.9%
ASTS vs RPRX
+128.5%
+1,377.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +7.3% | +5.1% | +2.2% | +6.2% |
| 30D | -8.9% | +11.2% | -20.1% | -10.9% |
| 3M | -41.9% | +16.7% | -58.6% | -44.0% |
| 6M | -40.6% | +36.0% | -76.6% | -45.0% |
| YTD | -14.2% | +67.8% | -82.0% | -23.9% |
| 1Y | +48.9% | +76.7% | -27.8% | +29.9% |
| All | +1,505.9% | +128.5% | +1,377.4% | +1,265.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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