+168.5%
ASTS vs DOW
-27.1%
+195.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.9% | -7.7% | -6.7% |
| 7D | +14.2% | +3.7% | +10.6% | +12.0% |
| 30D | -26.7% | +16.3% | -43.0% | -32.3% |
| 3M | -53.6% | +9.7% | -63.3% | -56.1% |
| 6M | -52.7% | -14.1% | -38.6% | -49.6% |
| YTD | -52.5% | +46.6% | -99.1% | -65.3% |
| 1Y | -46.5% | +56.8% | -103.3% | -62.7% |
| 3Y | +700.5% | -20.4% | +720.8% | +759.5% |
| 5Y | +168.5% | -27.4% | +195.9% | +219.7% |
| All | +168.5% | -27.1% | +195.6% | +219.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling