+209.1%
ASTS vs DD
+98.8%
+110.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.8% | -11.4% | -13.3% |
| 7D | -29.9% | +3.1% | -33.0% | -30.8% |
| 30D | -52.2% | +8.7% | -60.9% | -54.0% |
| 3M | -55.8% | -1.2% | -54.6% | -55.4% |
| 6M | -52.7% | -1.1% | -51.7% | -52.2% |
| YTD | -58.4% | +21.7% | -80.1% | -61.8% |
| 1Y | -57.1% | +24.0% | -81.1% | -60.7% |
| 3Y | +629.5% | +75.6% | +553.8% | +476.9% |
| 5Y | +147.7% | +58.2% | +89.6% | +96.0% |
| All | +209.1% | +98.8% | +110.3% | +145.8% |
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