+431.2%
ASTS vs DBX
+7.0%
+424.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +1.5% |
| 7D | +7.3% | -2.4% | +9.8% | +8.7% |
| 30D | -8.9% | -0.5% | -8.4% | -9.1% |
| 3M | -41.9% | +28.1% | -70.0% | -49.9% |
| 6M | -40.6% | +33.1% | -73.7% | -51.3% |
| YTD | -14.2% | +25.3% | -39.5% | -27.6% |
| 1Y | +48.9% | +18.3% | +30.5% | +28.3% |
| 3Y | +1,461.7% | +25.0% | +1,436.6% | +1,094.3% |
| All | +431.2% | +7.0% | +424.2% | +303.2% |
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