+253.1%
ASTS vs DE
+324.2%
-71.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.9% | -3.9% | -5.1% |
| 7D | +14.2% | +2.3% | +11.9% | +13.5% |
| 30D | -26.7% | +4.4% | -31.1% | -27.7% |
| 3M | -53.6% | +9.8% | -63.4% | -55.1% |
| 6M | -52.7% | +15.8% | -68.5% | -55.4% |
| YTD | -52.5% | +47.0% | -99.5% | -59.0% |
| 1Y | -46.5% | +42.8% | -89.3% | -53.5% |
| 3Y | +700.5% | +88.9% | +611.5% | +523.3% |
| 5Y | +168.5% | +101.9% | +66.6% | +104.9% |
| All | +253.1% | +324.2% | -71.0% | +158.8% |
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