+653.1%
ASTS vs DPZ
-1.0%
+654.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.3% | -15.5% | -15.3% |
| 7D | -29.9% | +9.5% | -39.4% | -31.0% |
| 30D | -52.2% | +12.8% | -65.0% | -53.2% |
| 3M | -55.8% | -6.2% | -49.6% | -55.4% |
| 6M | -52.7% | +4.3% | -57.0% | -53.5% |
| YTD | -58.4% | -16.6% | -41.8% | -55.3% |
| 1Y | -57.1% | -12.8% | -44.3% | -55.0% |
| All | +653.1% | -1.0% | +654.1% | +699.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling