+230.9%
ASTS vs DD
+101.0%
+129.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.1% | +6.0% | +6.5% |
| 7D | -21.1% | +4.6% | -25.7% | -22.7% |
| 30D | -46.7% | +11.8% | -58.5% | -49.4% |
| 3M | -52.0% | +2.2% | -54.2% | -52.3% |
| 6M | -54.3% | -1.6% | -52.6% | -53.6% |
| YTD | -55.5% | +23.0% | -78.5% | -59.3% |
| 1Y | -50.5% | +26.9% | -77.4% | -55.2% |
| 3Y | +706.2% | +77.9% | +628.4% | +534.0% |
| 5Y | +165.2% | +59.9% | +105.3% | +108.8% |
| All | +230.9% | +101.0% | +129.9% | +161.8% |
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