+706.2%
ASTS vs RPRX
+159.9%
+546.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.4% | +7.5% | +7.1% |
| 7D | -21.1% | +0.2% | -21.3% | -21.1% |
| 30D | -46.7% | +18.6% | -65.3% | -47.9% |
| 3M | -52.0% | +18.0% | -70.0% | -53.0% |
| 6M | -54.3% | +33.8% | -88.1% | -56.5% |
| YTD | -55.5% | +76.6% | -132.1% | -59.2% |
| 1Y | -50.5% | +68.2% | -118.7% | -54.4% |
| 3Y | +706.2% | +161.5% | +544.7% | +714.7% |
| All | +706.2% | +159.9% | +546.4% | +714.7% |
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