+209.1%
ASTS vs DAR
+160.4%
+48.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.1% | -12.2% | -14.1% |
| 7D | -29.9% | -8.1% | -21.8% | -27.6% |
| 30D | -52.2% | -17.1% | -35.0% | -48.9% |
| 3M | -55.8% | -12.3% | -43.6% | -54.2% |
| 6M | -52.7% | -21.8% | -30.9% | -49.1% |
| YTD | -58.4% | +40.8% | -99.3% | -63.6% |
| 1Y | -57.1% | +57.4% | -114.4% | -63.8% |
| 3Y | +629.5% | +12.1% | +617.4% | +566.0% |
| 5Y | +147.7% | -40.2% | +188.0% | +162.5% |
| All | +209.1% | +160.4% | +48.7% | +226.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling