+48.9%
ASTS vs DBX
+20.4%
+28.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.2% |
| 7D | +7.3% | -2.4% | +9.8% | +7.2% |
| 30D | -8.9% | -0.5% | -8.4% | -8.7% |
| 3M | -41.9% | +28.1% | -70.0% | -42.0% |
| 6M | -40.6% | +33.1% | -73.7% | -42.4% |
| YTD | -14.2% | +25.3% | -39.5% | -17.6% |
| 1Y | +48.9% | +18.3% | +30.5% | +45.0% |
| All | +48.9% | +20.4% | +28.4% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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