+444.6%
RKLB vs ASTS
+219.8%
+224.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.4% | +7.1% | +8.3% | +13.3% |
| 7D | -3.0% | -21.1% | +18.1% | +4.2% |
| 30D | -26.2% | -46.7% | +20.5% | -11.3% |
| 3M | -29.9% | -52.0% | +22.1% | -13.2% |
| 6M | -37.3% | -54.3% | +17.0% | -20.5% |
| YTD | -23.9% | -55.5% | +31.6% | -2.8% |
| 1Y | +7.0% | -50.5% | +57.4% | +34.0% |
| 3Y | +1,120.0% | +706.2% | +413.8% | +694.3% |
| 5Y | +242.2% | +165.2% | +76.9% | +141.2% |
| All | +444.6% | +219.8% | +224.9% | +289.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 10y: compounded portfolio wealth divided by compounded ASTS 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…
10y analysis · Full analysis span regression · 6 months rolling