+653.1%
ASTS vs DG
+23.1%
+630.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.6% | -12.6% | -14.9% |
| 7D | -29.9% | +6.1% | -36.0% | -30.5% |
| 30D | -52.2% | +11.9% | -64.1% | -53.1% |
| 3M | -55.8% | +9.3% | -65.1% | -56.6% |
| 6M | -52.7% | +19.1% | -71.8% | -54.7% |
| YTD | -58.4% | +5.9% | -64.4% | -59.3% |
| 1Y | -57.1% | +39.8% | -96.9% | -60.3% |
| All | +653.1% | +23.1% | +630.0% | +552.2% |
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 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