+762.5%
ASTS vs DHR
+20.5%
+742.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.3% | -4.5% | -5.2% |
| 7D | +14.2% | +2.6% | +11.7% | +13.2% |
| 30D | -26.7% | +4.2% | -30.9% | -27.5% |
| 3M | -53.6% | +13.0% | -66.6% | -55.5% |
| 6M | -52.7% | +40.2% | -92.9% | -60.6% |
| YTD | -52.5% | +2.0% | -54.5% | -52.3% |
| 1Y | -46.5% | +6.6% | -53.1% | -47.6% |
| All | +762.5% | +20.5% | +742.0% | +851.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling