+233.7%
ASTS vs DOW
-5.2%
+238.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.4% |
| 7D | +0.8% | +5.2% | -4.4% | -0.7% |
| 30D | -22.6% | +13.2% | -35.8% | -25.4% |
| 3M | -54.4% | +10.1% | -64.5% | -55.8% |
| 6M | -56.4% | -13.1% | -43.4% | -55.0% |
| YTD | -55.1% | +46.1% | -101.2% | -61.4% |
| 1Y | -46.9% | +50.0% | -97.0% | -54.7% |
| 3Y | +715.0% | -20.2% | +735.2% | +715.8% |
| 5Y | +153.7% | -27.7% | +181.4% | +159.6% |
| All | +233.7% | -5.2% | +238.9% | +238.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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