+194.3%
ASTS vs DASH
-1.1%
+195.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -9.4% | -5.8% | -11.2% |
| 7D | -29.9% | +0.5% | -30.4% | -30.3% |
| 30D | -52.2% | -7.1% | -45.1% | -50.9% |
| 3M | -55.8% | -13.2% | -42.6% | -53.7% |
| 6M | -52.7% | +8.3% | -61.0% | -55.8% |
| YTD | -58.4% | -20.6% | -37.9% | -56.0% |
| 1Y | -57.1% | -24.4% | -32.7% | -53.8% |
| 3Y | +629.5% | +94.5% | +534.9% | +423.4% |
| 5Y | +147.7% | -9.4% | +157.2% | +98.6% |
| All | +194.3% | -1.1% | +195.5% | +139.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling