+525.0%
ASTS vs RPRX
+66.6%
+458.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +7.3% | +5.1% | +2.2% | +5.5% |
| 30D | -8.9% | +11.2% | -20.1% | -12.3% |
| 3M | -41.9% | +16.7% | -58.6% | -45.3% |
| 6M | -40.6% | +36.0% | -76.6% | -47.2% |
| YTD | -14.2% | +67.8% | -82.0% | -29.5% |
| 1Y | +48.9% | +76.7% | -27.8% | +19.6% |
| 3Y | +1,461.7% | +128.1% | +1,333.5% | +1,025.6% |
| 5Y | +404.1% | +82.9% | +321.3% | +302.8% |
| All | +525.0% | +66.6% | +458.3% | +422.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling