+537.8%
ASTS vs DG
-9.1%
+546.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.1% |
| 7D | +7.3% | +8.4% | -1.1% | +5.3% |
| 30D | -8.9% | +4.9% | -13.8% | -10.0% |
| 3M | -41.9% | +29.3% | -71.3% | -46.0% |
| 6M | -40.6% | -11.3% | -29.3% | -39.2% |
| YTD | -14.2% | +1.8% | -16.0% | -15.7% |
| 1Y | +48.9% | +25.3% | +23.5% | +38.2% |
| 3Y | +1,461.7% | +9.1% | +1,452.6% | +1,335.0% |
| 5Y | +404.1% | -34.9% | +439.0% | +426.9% |
| All | +537.8% | -9.1% | +546.8% | +537.5% |
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 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