-49.2%
ASTS vs DBX
+22.5%
-71.7%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.3% | -7.4% | -3.9% |
| 7D | -15.8% | -1.1% | -14.7% | -15.8% |
| 30D | -39.0% | +5.0% | -44.1% | -38.7% |
| 3M | -49.3% | +4.6% | -53.9% | -48.9% |
| 6M | -47.9% | +43.9% | -91.9% | -49.9% |
| YTD | -51.0% | +29.9% | -80.8% | -53.3% |
| 1Y | -49.2% | +24.6% | -73.8% | -51.9% |
| All | -49.2% | +22.5% | -71.7% | -51.9% |
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