+537.8%
ASTS vs D
+7.1%
+530.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.4% |
| 7D | +7.3% | +0.4% | +6.9% | +7.3% |
| 30D | -8.9% | -3.6% | -5.3% | -8.6% |
| 3M | -41.9% | -1.0% | -40.9% | -42.0% |
| 6M | -40.6% | +6.3% | -46.9% | -41.1% |
| YTD | -14.2% | +14.7% | -28.9% | -15.6% |
| 1Y | +48.9% | +16.9% | +31.9% | +46.0% |
| 3Y | +1,461.7% | +56.8% | +1,404.9% | +1,362.7% |
| 5Y | +404.1% | +5.2% | +398.9% | +381.3% |
| All | +537.8% | +7.1% | +530.7% | +510.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling