+504.1%
RKLB vs ASTS
+264.9%
+239.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +14.1% | -3.2% | +6.7% |
| 7D | +13.0% | +1.5% | +11.5% | +12.9% |
| 30D | -13.7% | -27.6% | +13.9% | -4.9% |
| 3M | -28.9% | -48.7% | +19.8% | -13.9% |
| 6M | -44.2% | -50.8% | +6.7% | -31.3% |
| YTD | -15.6% | -49.2% | +33.6% | +3.7% |
| 1Y | +14.0% | -46.7% | +60.7% | +39.1% |
| 3Y | +1,275.2% | +793.2% | +482.0% | +767.4% |
| 5Y | +296.6% | +195.6% | +101.0% | +169.6% |
| All | +504.1% | +264.9% | +239.2% | +315.1% |
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