-50.5%
ASTS vs DASH
-15.0%
-35.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.1% | +7.2% | +7.1% |
| 7D | -21.1% | +0.4% | -21.5% | -20.9% |
| 30D | -46.7% | -6.0% | -40.6% | -45.7% |
| 3M | -52.0% | -15.8% | -36.3% | -50.2% |
| 6M | -54.3% | +7.0% | -61.2% | -55.9% |
| YTD | -55.5% | -20.7% | -34.8% | -53.3% |
| 1Y | -50.5% | -8.5% | -41.9% | -53.4% |
| All | -50.5% | -15.0% | -35.5% | -53.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling