+537.8%
ASTS vs DD
+80.5%
+457.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +7.3% | -3.5% | +10.9% | +9.3% |
| 30D | -8.9% | -10.3% | +1.4% | -3.8% |
| 3M | -41.9% | -7.5% | -34.4% | -39.6% |
| 6M | -40.6% | -8.0% | -32.6% | -37.9% |
| YTD | -14.2% | +10.5% | -24.7% | -17.6% |
| 1Y | +48.9% | +38.3% | +10.6% | +29.8% |
| 3Y | +1,461.7% | +42.5% | +1,419.2% | +1,236.3% |
| 5Y | +404.1% | +60.2% | +344.0% | +315.3% |
| All | +537.8% | +80.5% | +457.2% | +430.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling