+537.8%
ASTS vs DECK
+234.0%
+303.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.2% |
| 7D | +7.3% | -2.2% | +9.6% | +8.1% |
| 30D | -8.9% | -13.6% | +4.7% | -5.0% |
| 3M | -41.9% | -21.2% | -20.7% | -38.2% |
| 6M | -40.6% | -21.1% | -19.5% | -36.6% |
| YTD | -14.2% | -17.2% | +3.0% | -11.2% |
| 1Y | +48.9% | -30.7% | +79.6% | +62.0% |
| 3Y | +1,461.7% | -3.4% | +1,465.0% | +1,331.9% |
| 5Y | +404.1% | +25.5% | +378.6% | +288.5% |
| All | +537.8% | +234.0% | +303.8% | +369.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling