+215.1%
ASTS vs DASH
-1.3%
+216.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.1% | +7.2% | +7.1% |
| 7D | -21.1% | +0.4% | -21.5% | -21.6% |
| 30D | -46.7% | -6.0% | -40.6% | -45.5% |
| 3M | -52.0% | -15.8% | -36.3% | -49.0% |
| 6M | -54.3% | +7.0% | -61.2% | -57.0% |
| YTD | -55.5% | -20.7% | -34.8% | -52.8% |
| 1Y | -50.5% | -8.5% | -41.9% | -50.8% |
| 3Y | +706.2% | +101.8% | +604.4% | +470.0% |
| 5Y | +165.2% | -9.6% | +174.8% | +112.7% |
| All | +215.1% | -1.3% | +216.4% | +157.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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