+230.9%
ASTS vs DOW
-9.9%
+240.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.8% | +8.9% | +7.6% |
| 7D | -21.1% | -9.5% | -11.6% | -18.8% |
| 30D | -46.7% | +13.1% | -59.8% | -48.7% |
| 3M | -52.0% | +4.8% | -56.8% | -52.9% |
| 6M | -54.3% | -16.7% | -37.6% | -52.2% |
| YTD | -55.5% | +38.9% | -94.4% | -61.1% |
| 1Y | -50.5% | +48.3% | -98.8% | -57.7% |
| 3Y | +706.2% | -24.4% | +730.6% | +719.7% |
| 5Y | +165.2% | -29.2% | +194.4% | +175.3% |
| All | +230.9% | -9.9% | +240.8% | +241.0% |
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