+537.8%
ASTS vs DHR
+74.2%
+463.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +1.0% |
| 7D | +7.3% | -3.9% | +11.2% | +9.3% |
| 30D | -8.9% | +4.0% | -12.9% | -10.4% |
| 3M | -41.9% | +11.5% | -53.4% | -46.0% |
| 6M | -40.6% | +1.9% | -42.5% | -42.4% |
| YTD | -14.2% | -8.9% | -5.3% | -12.3% |
| 1Y | +48.9% | +5.1% | +43.7% | +40.4% |
| 3Y | +1,461.7% | -10.3% | +1,471.9% | +1,489.3% |
| 5Y | +404.1% | -27.8% | +431.9% | +426.1% |
| All | +537.8% | +74.2% | +463.5% | +545.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling