+244.8%
ASTS vs DPZ
+32.5%
+212.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.2% | -7.4% | -8.4% |
| 7D | -9.3% | +2.2% | -11.5% | -9.9% |
| 30D | -33.9% | +6.7% | -40.6% | -35.1% |
| 3M | -51.0% | -4.5% | -46.5% | -50.7% |
| 6M | -55.1% | +3.3% | -58.4% | -56.2% |
| YTD | -53.6% | -19.4% | -34.2% | -51.5% |
| 1Y | -51.0% | -17.3% | -33.7% | -49.2% |
| 3Y | +681.7% | -8.4% | +690.1% | +686.5% |
| 5Y | +182.4% | -28.2% | +210.6% | +189.1% |
| All | +244.8% | +32.5% | +212.3% | +251.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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