+537.8%
ASTS vs DBX
+75.2%
+462.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +1.1% |
| 7D | +7.3% | -2.4% | +9.8% | +8.2% |
| 30D | -8.9% | -0.5% | -8.4% | -9.0% |
| 3M | -41.9% | +28.1% | -70.0% | -47.3% |
| 6M | -40.6% | +33.1% | -73.7% | -47.7% |
| YTD | -14.2% | +25.3% | -39.5% | -23.1% |
| 1Y | +48.9% | +18.3% | +30.5% | +35.3% |
| 3Y | +1,461.7% | +25.0% | +1,436.6% | +1,251.1% |
| 5Y | +404.1% | +7.5% | +396.6% | +319.8% |
| All | +537.8% | +75.2% | +462.6% | +421.0% |
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