+1,505.9%
ASTS vs DG
+9.1%
+1,496.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | 0.0% |
| 7D | +7.3% | +8.4% | -1.1% | +5.7% |
| 30D | -8.9% | +4.9% | -13.8% | -9.8% |
| 3M | -41.9% | +29.3% | -71.3% | -45.5% |
| 6M | -40.6% | -11.3% | -29.3% | -39.0% |
| YTD | -14.2% | +1.8% | -16.0% | -15.3% |
| 1Y | +48.9% | +25.3% | +23.5% | +39.3% |
| All | +1,505.9% | +9.1% | +1,496.8% | +1,454.3% |
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