-49.2%
ASTS vs DHR
+11.6%
-60.7%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.1% | -6.2% | -3.9% |
| 7D | -15.8% | +0.4% | -16.2% | -15.8% |
| 30D | -39.0% | +6.2% | -45.3% | -38.4% |
| 3M | -49.3% | +20.8% | -70.2% | -47.3% |
| 6M | -47.9% | +35.5% | -83.5% | -46.7% |
| YTD | -51.0% | +3.2% | -54.2% | -47.7% |
| 1Y | -49.2% | +10.7% | -59.8% | -49.7% |
| All | -49.2% | +11.6% | -60.7% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 1y: compounded portfolio wealth divided by compounded DHR 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…
1y analysis · Full analysis span regression · 6 months rolling