+537.8%
ASTS vs DGX
+165.9%
+371.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | +7.3% | -2.3% | +9.7% | +7.8% |
| 30D | -8.9% | +0.6% | -9.4% | -8.9% |
| 3M | -41.9% | +21.4% | -63.3% | -44.0% |
| 6M | -40.6% | +14.7% | -55.3% | -42.1% |
| YTD | -14.2% | +38.4% | -52.6% | -19.6% |
| 1Y | +48.9% | +34.0% | +14.9% | +40.0% |
| 3Y | +1,461.7% | +92.7% | +1,369.0% | +1,251.7% |
| 5Y | +404.1% | +67.7% | +336.4% | +336.1% |
| All | +537.8% | +165.9% | +371.8% | +440.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling