+815.5%
ASTS vs DBX
+25.2%
+790.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.3% | +6.4% | +8.2% |
| 7D | +2.8% | -8.1% | +11.0% | +4.7% |
| 30D | -28.8% | -4.9% | -23.9% | -28.2% |
| 3M | -48.9% | -2.7% | -46.2% | -49.1% |
| 6M | -55.6% | +25.2% | -80.8% | -60.1% |
| YTD | -49.6% | +19.3% | -68.9% | -54.4% |
| 1Y | -46.1% | +6.6% | -52.7% | -48.7% |
| All | +815.5% | +25.2% | +790.3% | +618.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling