+457.0%
ASTS vs DGX
+66.8%
+390.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.7% | +6.8% | +6.4% |
| 7D | +18.5% | -0.3% | +18.8% | +18.7% |
| 30D | -8.1% | -1.2% | -6.9% | -7.6% |
| 3M | -28.2% | +19.9% | -48.1% | -33.1% |
| 6M | -26.1% | +19.2% | -45.3% | -31.2% |
| YTD | -9.0% | +37.5% | -46.4% | -20.9% |
| 1Y | +62.2% | +31.3% | +30.9% | +42.9% |
| 3Y | +1,621.9% | +96.6% | +1,525.2% | +1,074.3% |
| 5Y | +457.0% | +64.3% | +392.8% | +285.9% |
| All | +457.0% | +66.8% | +390.2% | +285.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling