+537.8%
ASTS vs DE
+332.3%
+205.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +7.3% | +10.0% | -2.7% | +3.6% |
| 30D | -8.9% | +13.3% | -22.2% | -13.0% |
| 3M | -41.9% | +17.5% | -59.4% | -45.5% |
| 6M | -40.6% | +13.6% | -54.2% | -43.6% |
| YTD | -14.2% | +49.8% | -64.0% | -26.7% |
| 1Y | +48.9% | +47.9% | +1.0% | +27.3% |
| 3Y | +1,461.7% | +72.5% | +1,389.1% | +1,145.4% |
| 5Y | +404.1% | +90.2% | +313.9% | +285.3% |
| All | +537.8% | +332.3% | +205.4% | +362.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling