+258.2%
ASTS vs DFNS
-100.0%
+358.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | -3.0% | +17.1% | +14.1% |
| 7D | +1.5% | -42.8% | +44.4% | +1.9% |
| 30D | -27.6% | -67.6% | +39.9% | -27.1% |
| 3M | -48.7% | -94.9% | +46.1% | -47.8% |
| 6M | -50.8% | -96.7% | +45.9% | -50.8% |
| YTD | -49.2% | -99.6% | +50.4% | -48.9% |
| 1Y | -46.7% | -99.7% | +53.1% | -46.3% |
| 3Y | +793.2% | -100.0% | +893.2% | +827.0% |
| 5Y | +195.6% | -100.0% | +295.6% | +197.3% |
| All | +258.2% | -100.0% | +358.1% | +268.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling