-46.9%
ASTS vs DG
+31.9%
-78.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.5% |
| 7D | +0.8% | +0.3% | +0.5% | +0.9% |
| 30D | -22.6% | +3.2% | -25.9% | -22.9% |
| 3M | -54.4% | +10.4% | -64.8% | -55.2% |
| 6M | -56.4% | +33.2% | -89.6% | -60.5% |
| YTD | -55.1% | +3.0% | -58.1% | -56.4% |
| 1Y | -46.9% | +31.2% | -78.2% | -59.2% |
| All | -46.9% | +31.9% | -78.8% | -59.2% |
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