+244.8%
ASTS vs DD
+115.2%
+129.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.1% | -9.8% | -9.2% |
| 7D | -9.3% | +2.2% | -11.5% | -9.9% |
| 30D | -33.9% | +20.7% | -54.6% | -39.6% |
| 3M | -51.0% | +11.3% | -62.3% | -53.3% |
| 6M | -55.1% | +6.0% | -61.1% | -56.2% |
| YTD | -53.6% | +31.7% | -85.3% | -58.9% |
| 1Y | -51.0% | +32.2% | -83.2% | -56.5% |
| 3Y | +681.7% | +92.7% | +589.0% | +492.6% |
| 5Y | +182.4% | +72.1% | +110.3% | +115.1% |
| All | +244.8% | +115.2% | +129.6% | +164.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling