-49.2%
ASTS vs DFNS
-99.6%
+50.5%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -18.3% | +14.2% | -3.3% |
| 7D | -15.8% | -27.7% | +11.9% | -14.6% |
| 30D | -39.0% | -58.0% | +18.9% | -36.8% |
| 3M | -49.3% | -94.0% | +44.6% | -43.5% |
| 6M | -47.9% | -94.6% | +46.6% | -32.8% |
| YTD | -51.0% | -99.4% | +48.5% | -1.3% |
| 1Y | -49.2% | -99.6% | +50.5% | +14.5% |
| All | -49.2% | -99.6% | +50.5% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 1y: compounded portfolio wealth divided by compounded DFNS 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…
1y analysis · Full analysis span regression · 6 months rolling