-46.9%
ASTS vs DBX
+9.0%
-56.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.6% | -5.5% |
| 7D | +0.8% | -3.3% | +4.1% | +0.3% |
| 30D | -22.6% | -5.9% | -16.8% | -23.3% |
| 3M | -54.4% | -6.7% | -47.7% | -54.6% |
| 6M | -56.4% | +28.0% | -84.4% | -56.4% |
| YTD | -55.1% | +20.6% | -75.7% | -58.4% |
| 1Y | -46.9% | +10.3% | -57.2% | -51.4% |
| All | -46.9% | +9.0% | -56.0% | -51.4% |
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