-50.5%
ASTS vs DG
+34.9%
-85.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.1% | +10.1% | +7.3% |
| 7D | -21.1% | +1.1% | -22.2% | -21.1% |
| 30D | -46.7% | +9.5% | -56.2% | -47.5% |
| 3M | -52.0% | +5.5% | -57.5% | -52.6% |
| 6M | -54.3% | +16.1% | -70.4% | -56.4% |
| YTD | -55.5% | +2.7% | -58.2% | -56.9% |
| 1Y | -50.5% | +42.1% | -92.6% | -67.0% |
| All | -50.5% | +34.9% | -85.4% | -67.0% |
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