+706.2%
ASTS vs DHR
+18.6%
+687.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.7% | +5.3% | +6.3% |
| 7D | -21.1% | -0.9% | -20.2% | -20.6% |
| 30D | -46.7% | +5.4% | -52.1% | -47.6% |
| 3M | -52.0% | +15.3% | -67.3% | -54.4% |
| 6M | -54.3% | +32.1% | -86.4% | -60.7% |
| YTD | -55.5% | +1.2% | -56.7% | -55.2% |
| 1Y | -50.5% | +10.1% | -60.6% | -52.8% |
| 3Y | +706.2% | +19.9% | +686.4% | +747.7% |
| All | +706.2% | +18.6% | +687.7% | +747.7% |
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 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