-54.3%
ASTS vs DG
+15.9%
-70.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.1% | +10.1% | +5.8% |
| 7D | -21.1% | +1.1% | -22.2% | -20.2% |
| 30D | -46.7% | +9.5% | -56.2% | -44.1% |
| 3M | -52.0% | +5.5% | -57.5% | -50.9% |
| 6M | -54.3% | +16.1% | -70.4% | -49.5% |
| All | -54.3% | +15.9% | -70.2% | -49.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling