+1,621.9%
ASTS vs DGX
+96.8%
+1,525.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.7% | +6.8% | +6.2% |
| 7D | +18.5% | -0.3% | +18.8% | +18.6% |
| 30D | -8.1% | -1.2% | -6.9% | -7.8% |
| 3M | -28.2% | +19.9% | -48.1% | -30.4% |
| 6M | -26.1% | +19.2% | -45.3% | -28.3% |
| YTD | -9.0% | +37.5% | -46.4% | -15.3% |
| 1Y | +62.2% | +31.3% | +30.9% | +52.3% |
| 3Y | +1,621.9% | +96.6% | +1,525.2% | +1,069.8% |
| All | +1,621.9% | +96.8% | +1,525.1% | +1,069.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling