+793.2%
ASTS vs DD
+90.7%
+702.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +5.9% | +8.2% | +9.0% |
| 7D | +1.5% | +9.8% | -8.3% | -5.6% |
| 30D | -27.6% | +19.3% | -47.0% | -37.3% |
| 3M | -48.7% | +9.4% | -58.1% | -52.0% |
| 6M | -50.8% | +4.8% | -55.6% | -52.6% |
| YTD | -49.2% | +30.2% | -79.4% | -59.0% |
| 1Y | -46.7% | +32.2% | -78.9% | -57.2% |
| 3Y | +793.2% | +93.1% | +700.1% | +339.0% |
| All | +793.2% | +90.7% | +702.6% | +339.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling