+267.6%
ASTS vs DOCS
-15.8%
+283.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.3% | -10.5% | -5.6% |
| 7D | -15.8% | +1.2% | -17.0% | -16.1% |
| 30D | -39.0% | +21.3% | -60.4% | -42.0% |
| 3M | -49.3% | +58.4% | -107.7% | -55.5% |
| 6M | -47.9% | +39.3% | -87.2% | -54.0% |
| YTD | -51.0% | -21.7% | -29.3% | -49.9% |
| 1Y | -49.2% | -47.3% | -1.8% | -42.4% |
| 3Y | +760.4% | +58.2% | +702.2% | +570.2% |
| 5Y | +185.6% | -52.3% | +237.9% | +169.5% |
| All | +267.6% | -15.8% | +283.4% | +247.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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