-51.0%
ASTS vs DG
+41.0%
-92.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.5% | -9.1% | -8.7% |
| 7D | -9.3% | +5.2% | -14.5% | -9.5% |
| 30D | -33.9% | +7.9% | -41.8% | -34.5% |
| 3M | -51.0% | +12.7% | -63.7% | -51.9% |
| 6M | -55.1% | +22.4% | -77.5% | -57.7% |
| YTD | -53.6% | +5.4% | -59.0% | -55.2% |
| 1Y | -51.0% | +39.4% | -90.4% | -63.4% |
| All | -51.0% | +41.0% | -92.0% | -63.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling