+233.7%
ASTS vs DAR
+187.6%
+46.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.1% | -6.6% | -5.9% |
| 7D | +0.8% | +11.6% | -10.7% | -2.8% |
| 30D | -22.6% | -10.2% | -12.4% | -19.6% |
| 3M | -54.4% | -14.8% | -39.6% | -52.0% |
| 6M | -56.4% | -10.1% | -46.4% | -55.3% |
| YTD | -55.1% | +55.5% | -110.6% | -62.0% |
| 1Y | -46.9% | +61.7% | -108.6% | -55.6% |
| 3Y | +715.0% | +37.2% | +677.8% | +597.1% |
| 5Y | +153.7% | -26.9% | +180.6% | +157.6% |
| All | +233.7% | +187.6% | +46.1% | +240.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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