+815.5%
ASTS vs RPRX
+178.9%
+636.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.8% | +7.9% | +8.6% |
| 7D | +2.8% | +3.6% | -0.8% | +2.4% |
| 30D | -28.8% | +21.2% | -50.0% | -30.5% |
| 3M | -48.9% | +21.6% | -70.5% | -50.1% |
| 6M | -55.6% | +36.7% | -92.3% | -57.8% |
| YTD | -49.6% | +83.7% | -133.3% | -54.0% |
| 1Y | -46.1% | +83.2% | -129.2% | -50.7% |
| All | +815.5% | +178.9% | +636.6% | +919.4% |
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