+151.7%
ASTS vs DOCN
+70.4%
+81.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -15.9% | +0.6% | -9.1% |
| 7D | -29.9% | -29.3% | -0.6% | -19.9% |
| 30D | -52.2% | -46.0% | -6.1% | -39.9% |
| 3M | -55.8% | -43.2% | -12.6% | -46.3% |
| 6M | -52.7% | -53.7% | +1.0% | -38.2% |
| YTD | -58.4% | +46.9% | -105.3% | -68.3% |
| 1Y | -57.1% | +54.3% | -111.4% | -67.7% |
| 3Y | +629.5% | +185.5% | +443.9% | +302.4% |
| 5Y | +147.7% | -31.1% | +178.8% | +92.9% |
| All | +151.7% | +70.4% | +81.3% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 10y: compounded portfolio wealth divided by compounded DOCN 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…
10y analysis · Full analysis span regression · 6 months rolling