+213.9%
ASTS vs DFNS
-100.0%
+313.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -12.2% | +19.3% | +7.1% |
| 7D | -21.1% | -44.0% | +22.9% | -20.8% |
| 30D | -46.7% | -69.1% | +22.4% | -46.3% |
| 3M | -52.0% | -95.6% | +43.6% | -51.1% |
| 6M | -54.3% | -96.2% | +41.9% | -54.3% |
| YTD | -55.5% | -99.6% | +44.1% | -55.2% |
| 1Y | -50.5% | -99.7% | +49.3% | -50.2% |
| 3Y | +706.2% | -100.0% | +806.2% | +735.3% |
| 5Y | +165.2% | -100.0% | +265.2% | +166.7% |
| All | +213.9% | -100.0% | +313.9% | +222.8% |
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