+788.3%
ASTS vs DOCN
+236.1%
+552.2%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.2% | +3.0% | -1.5% |
| 7D | -15.8% | -20.0% | +4.2% | -8.9% |
| 30D | -39.0% | -38.8% | -0.3% | -27.9% |
| 3M | -49.3% | -34.8% | -14.5% | -42.1% |
| 6M | -47.9% | -22.8% | -25.2% | -45.6% |
| YTD | -51.0% | +74.6% | -125.6% | -65.0% |
| 1Y | -49.2% | +116.4% | -165.6% | -67.0% |
| All | +788.3% | +236.1% | +552.2% | +383.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling