+209.1%
ASTS vs D
+13.3%
+195.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.2% | -15.1% | -15.2% |
| 7D | -29.9% | +6.9% | -36.8% | -30.2% |
| 30D | -52.2% | +12.3% | -64.5% | -52.6% |
| 3M | -55.8% | +3.0% | -58.9% | -55.9% |
| 6M | -52.7% | +12.8% | -65.5% | -53.3% |
| YTD | -58.4% | +22.6% | -81.0% | -59.3% |
| 1Y | -57.1% | +21.7% | -78.7% | -58.0% |
| 3Y | +629.5% | +83.9% | +545.5% | +576.4% |
| 5Y | +147.7% | +14.0% | +133.8% | +135.4% |
| All | +209.1% | +13.3% | +195.8% | +194.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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