+815.5%
ASTS vs DG
+24.7%
+790.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.1% | +8.6% | +8.7% |
| 7D | +2.8% | -3.0% | +5.8% | +3.3% |
| 30D | -28.8% | +8.6% | -37.5% | -29.9% |
| 3M | -48.9% | +15.0% | -63.9% | -50.2% |
| 6M | -55.6% | +32.7% | -88.3% | -58.4% |
| YTD | -49.6% | +5.5% | -55.1% | -50.6% |
| 1Y | -46.1% | +34.6% | -80.7% | -49.9% |
| All | +815.5% | +24.7% | +790.8% | +718.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling