+160.4%
ASTS vs DFNS
-100.0%
+260.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -5.5% | 0.0% | -5.5% |
| 7D | +0.8% | -6.0% | +6.8% | +0.9% |
| 30D | -22.6% | -71.2% | +48.6% | -22.0% |
| 3M | -54.4% | -94.5% | +40.1% | -53.6% |
| 6M | -56.4% | -96.5% | +40.1% | -56.4% |
| YTD | -55.1% | -99.6% | +44.5% | -54.9% |
| 1Y | -46.9% | -99.7% | +52.7% | -46.6% |
| 3Y | +715.0% | -100.0% | +815.0% | +740.9% |
| All | +160.4% | -100.0% | +260.4% | +173.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling