+277.6%
ASTS vs DG
-6.2%
+283.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +2.2% | +11.9% | +13.6% |
| 7D | +1.5% | +0.7% | +0.9% | +1.3% |
| 30D | -27.6% | +7.4% | -35.0% | -29.1% |
| 3M | -48.7% | +8.5% | -57.2% | -50.0% |
| 6M | -50.8% | +21.9% | -72.7% | -54.0% |
| YTD | -49.2% | +4.9% | -54.1% | -50.7% |
| 1Y | -46.7% | +40.4% | -87.1% | -52.1% |
| 3Y | +793.2% | +23.5% | +769.7% | +689.5% |
| 5Y | +195.6% | -32.3% | +227.9% | +204.5% |
| All | +277.6% | -6.2% | +283.8% | +272.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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