+653.1%
ASTS vs DFNS
-100.0%
+753.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -19.6% | +4.4% | -15.1% |
| 7D | -29.9% | -37.4% | +7.6% | -29.6% |
| 30D | -52.2% | -65.8% | +13.7% | -51.8% |
| 3M | -55.8% | -95.0% | +39.2% | -55.1% |
| 6M | -52.7% | -95.8% | +43.1% | -52.8% |
| YTD | -58.4% | -99.5% | +41.1% | -58.3% |
| 1Y | -57.1% | -99.7% | +42.7% | -56.9% |
| All | +653.1% | -100.0% | +753.1% | +755.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling