+512.7%
ASTS vs DHI
+182.8%
+329.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.5% |
| 7D | -3.9% | -3.4% | -0.5% | -3.1% |
| 30D | -19.4% | -5.4% | -14.0% | -18.4% |
| 3M | -38.6% | -10.4% | -28.2% | -37.3% |
| 6M | -32.1% | -2.8% | -29.4% | -32.1% |
| YTD | -17.6% | -3.4% | -14.2% | -17.8% |
| 1Y | +56.0% | -22.9% | +78.9% | +64.4% |
| 3Y | +1,438.8% | +20.7% | +1,418.1% | +1,279.3% |
| 5Y | +412.9% | +62.1% | +350.8% | +306.6% |
| All | +512.7% | +182.8% | +329.9% | +369.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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