-55.8%
ASTS vs DFNS
-95.9%
+40.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -19.6% | +4.4% | -12.7% |
| 7D | -29.9% | -37.4% | +7.6% | -26.3% |
| 30D | -52.2% | -65.8% | +13.7% | -47.0% |
| 3M | -55.8% | -95.0% | +39.2% | -40.5% |
| All | -55.8% | -95.9% | +40.1% | -40.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling