+168.5%
ASTS vs DBX
+24.0%
+144.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.1% | -6.8% | -6.3% |
| 7D | +14.2% | -6.3% | +20.5% | +17.1% |
| 30D | -26.7% | -5.9% | -20.8% | -25.0% |
| 3M | -53.6% | -0.4% | -53.2% | -54.6% |
| 6M | -52.7% | +29.8% | -82.5% | -61.0% |
| YTD | -52.5% | +20.5% | -73.0% | -59.9% |
| 1Y | -46.5% | +8.7% | -55.2% | -51.9% |
| 3Y | +700.5% | +25.9% | +674.5% | +487.4% |
| 5Y | +168.5% | +24.2% | +144.3% | +91.9% |
| All | +168.5% | +24.0% | +144.5% | +91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling