+653.1%
ASTS vs D
+82.3%
+570.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.2% | -15.1% | -15.2% |
| 7D | -29.9% | +6.9% | -36.8% | -29.7% |
| 30D | -52.2% | +12.3% | -64.5% | -52.0% |
| 3M | -55.8% | +3.0% | -58.9% | -55.7% |
| 6M | -52.7% | +12.8% | -65.5% | -52.8% |
| YTD | -58.4% | +22.6% | -81.0% | -58.7% |
| 1Y | -57.1% | +21.7% | -78.7% | -57.4% |
| All | +653.1% | +82.3% | +570.9% | +580.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling