+230.9%
ASTS vs DBX
+74.3%
+156.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.1% | +10.1% | +8.0% |
| 7D | -21.1% | -4.4% | -16.7% | -20.0% |
| 30D | -46.7% | +4.8% | -51.5% | -47.6% |
| 3M | -52.0% | +0.3% | -52.4% | -52.6% |
| 6M | -54.3% | +40.4% | -94.6% | -60.7% |
| YTD | -55.5% | +24.7% | -80.2% | -60.4% |
| 1Y | -50.5% | +20.9% | -71.4% | -55.5% |
| 3Y | +706.2% | +34.5% | +671.7% | +574.1% |
| 5Y | +165.2% | +24.6% | +140.6% | +116.3% |
| All | +230.9% | +74.3% | +156.6% | +168.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling