+1,505.9%
ASTS vs DASH
+152.1%
+1,353.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.6% | +4.9% | +2.7% |
| 7D | +7.3% | -10.6% | +17.9% | +13.7% |
| 30D | -8.9% | +2.2% | -11.0% | -10.5% |
| 3M | -41.9% | +32.3% | -74.2% | -50.6% |
| 6M | -40.6% | +19.1% | -59.7% | -47.9% |
| YTD | -14.2% | -6.5% | -7.7% | -13.4% |
| 1Y | +48.9% | -14.9% | +63.7% | +58.9% |
| All | +1,505.9% | +152.1% | +1,353.8% | +743.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling