-57.1%
ASTS vs DASH
-25.5%
-31.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -9.4% | -5.8% | -12.8% |
| 7D | -29.9% | +0.5% | -30.4% | -29.8% |
| 30D | -52.2% | -7.1% | -45.1% | -51.1% |
| 3M | -55.8% | -13.2% | -42.6% | -54.5% |
| 6M | -52.7% | +8.3% | -61.0% | -54.8% |
| YTD | -58.4% | -20.6% | -37.9% | -55.8% |
| 1Y | -57.1% | -24.4% | -32.7% | -53.5% |
| All | -57.1% | -25.5% | -31.6% | -53.5% |
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