+793.2%
ASTS vs DAR
+21.9%
+771.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +4.7% | +9.4% | +12.1% |
| 7D | +1.5% | -2.8% | +4.3% | +3.1% |
| 30D | -27.6% | -12.8% | -14.8% | -23.3% |
| 3M | -48.7% | -11.6% | -37.1% | -46.5% |
| 6M | -50.8% | -16.8% | -34.1% | -47.6% |
| YTD | -49.2% | +45.9% | -95.1% | -58.1% |
| 1Y | -46.7% | +61.5% | -108.2% | -57.9% |
| 3Y | +793.2% | +23.0% | +770.3% | +629.5% |
| All | +793.2% | +21.9% | +771.3% | +629.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling