+160.4%
ASTS vs DHR
-11.3%
+171.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -5.9% | -5.7% |
| 7D | +0.8% | +1.2% | -0.4% | +0.2% |
| 30D | -22.6% | +3.7% | -26.3% | -23.9% |
| 3M | -54.4% | +14.5% | -68.9% | -57.9% |
| 6M | -56.4% | +40.9% | -97.3% | -66.6% |
| YTD | -55.1% | +2.4% | -57.5% | -56.8% |
| 1Y | -46.9% | +6.1% | -53.1% | -50.1% |
| 3Y | +715.0% | +21.0% | +694.0% | +556.3% |
| All | +160.4% | -11.3% | +171.7% | +140.0% |
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