+253.1%
ASTS vs DGX
+192.3%
+60.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.4% | -6.2% | -5.9% |
| 7D | +14.2% | +1.9% | +12.3% | +13.9% |
| 30D | -26.7% | +12.7% | -39.4% | -28.2% |
| 3M | -53.6% | +9.6% | -63.2% | -54.3% |
| 6M | -52.7% | +37.6% | -90.3% | -55.4% |
| YTD | -52.5% | +52.1% | -104.6% | -56.2% |
| 1Y | -46.5% | +41.3% | -87.8% | -49.9% |
| 3Y | +700.5% | +106.9% | +593.6% | +584.0% |
| 5Y | +168.5% | +90.7% | +77.8% | +128.9% |
| All | +253.1% | +192.3% | +60.9% | +194.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling