+233.7%
ASTS vs DHI
+199.5%
+34.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.3% | -5.7% |
| 7D | +0.8% | -4.1% | +4.9% | +2.1% |
| 30D | -22.6% | +9.3% | -31.9% | -25.0% |
| 3M | -54.4% | -2.6% | -51.9% | -54.4% |
| 6M | -56.4% | +4.1% | -60.5% | -57.4% |
| YTD | -55.1% | +2.3% | -57.4% | -56.2% |
| 1Y | -46.9% | +2.7% | -49.7% | -48.4% |
| 3Y | +715.0% | +23.2% | +691.8% | +623.5% |
| 5Y | +153.7% | +57.3% | +96.4% | +98.5% |
| All | +233.7% | +199.5% | +34.2% | +150.1% |
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