+233.7%
ASTS vs DD
+111.0%
+122.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.9% | -5.2% |
| 7D | +0.8% | +5.0% | -4.1% | -1.4% |
| 30D | -22.6% | +19.7% | -42.3% | -29.0% |
| 3M | -54.4% | +7.2% | -61.6% | -55.7% |
| 6M | -56.4% | +1.0% | -57.5% | -56.5% |
| YTD | -55.1% | +29.1% | -84.2% | -59.9% |
| 1Y | -46.9% | +28.5% | -75.4% | -52.3% |
| 3Y | +715.0% | +89.4% | +625.6% | +523.5% |
| 5Y | +153.7% | +67.1% | +86.6% | +95.2% |
| All | +233.7% | +111.0% | +122.7% | +158.1% |
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