+264.6%
ASTS vs DECK
+246.8%
+17.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.0% | -10.1% | -5.9% |
| 7D | -15.8% | +10.4% | -26.2% | -18.6% |
| 30D | -39.0% | +11.1% | -50.1% | -41.2% |
| 3M | -49.3% | -10.8% | -38.6% | -47.8% |
| 6M | -47.9% | -8.7% | -39.2% | -47.0% |
| YTD | -51.0% | -14.0% | -36.9% | -50.0% |
| 1Y | -49.2% | +12.0% | -61.2% | -52.6% |
| 3Y | +760.4% | -10.5% | +770.8% | +712.1% |
| 5Y | +185.6% | +28.5% | +157.2% | +117.8% |
| All | +264.6% | +246.8% | +17.8% | +164.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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