+174.0%
ASTS vs DHR
-9.6%
+183.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.7% | +5.3% | +6.0% |
| 7D | -21.1% | -0.9% | -20.2% | -20.3% |
| 30D | -46.7% | +5.4% | -52.1% | -48.2% |
| 3M | -52.0% | +15.3% | -67.3% | -55.9% |
| 6M | -54.3% | +32.1% | -86.4% | -63.5% |
| YTD | -55.5% | +1.2% | -56.7% | -56.9% |
| 1Y | -50.5% | +10.1% | -60.6% | -55.0% |
| 3Y | +706.2% | +19.9% | +686.4% | +552.3% |
| All | +174.0% | -9.6% | +183.6% | +155.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling