+235.0%
ASTS vs DFNS
-100.0%
+334.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -19.4% | +13.6% | -5.6% |
| 7D | +14.2% | -12.7% | +26.9% | +14.3% |
| 30D | -26.7% | -65.2% | +38.5% | -26.2% |
| 3M | -53.6% | -94.6% | +41.0% | -52.7% |
| 6M | -52.7% | -96.2% | +43.5% | -52.7% |
| YTD | -52.5% | -99.6% | +47.1% | -52.2% |
| 1Y | -46.5% | -99.7% | +53.2% | -46.2% |
| 3Y | +700.5% | -100.0% | +800.4% | +730.7% |
| 5Y | +168.5% | -100.0% | +268.5% | +170.1% |
| All | +235.0% | -100.0% | +334.9% | +244.4% |
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