+230.9%
ASTS vs DG
-8.2%
+239.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.1% | +10.1% | +7.7% |
| 7D | -21.1% | +1.1% | -22.2% | -21.4% |
| 30D | -46.7% | +9.5% | -56.2% | -48.1% |
| 3M | -52.0% | +5.5% | -57.5% | -52.9% |
| 6M | -54.3% | +16.1% | -70.4% | -56.7% |
| YTD | -55.5% | +2.7% | -58.2% | -56.6% |
| 1Y | -50.5% | +42.1% | -92.6% | -55.7% |
| 3Y | +706.2% | +19.3% | +687.0% | +618.2% |
| 5Y | +165.2% | -35.3% | +200.6% | +176.0% |
| All | +230.9% | -8.2% | +239.1% | +228.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling