+277.6%
ASTS vs DE
+332.0%
-54.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +2.9% | +11.2% | +13.0% |
| 7D | +1.5% | +3.5% | -2.0% | +0.4% |
| 30D | -27.6% | +11.3% | -38.9% | -30.4% |
| 3M | -48.7% | +11.6% | -60.3% | -50.7% |
| 6M | -50.8% | +20.9% | -71.7% | -54.4% |
| YTD | -49.2% | +49.7% | -98.9% | -56.5% |
| 1Y | -46.7% | +49.5% | -96.1% | -54.5% |
| 3Y | +793.2% | +94.7% | +698.5% | +587.7% |
| 5Y | +195.6% | +107.4% | +88.2% | +123.5% |
| All | +277.6% | +332.0% | -54.4% | +174.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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