+195.6%
ASTS vs DPZ
-28.0%
+223.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | 0.0% | +14.1% | +14.1% |
| 7D | +1.5% | +3.7% | -2.1% | +0.1% |
| 30D | -27.6% | +8.0% | -35.6% | -29.7% |
| 3M | -48.7% | -4.2% | -44.5% | -48.3% |
| 6M | -50.8% | +4.6% | -55.4% | -52.9% |
| YTD | -49.2% | -18.4% | -30.8% | -45.7% |
| 1Y | -46.7% | -16.8% | -29.9% | -43.8% |
| 3Y | +793.2% | -5.0% | +798.2% | +762.5% |
| 5Y | +195.6% | -27.8% | +223.4% | +215.2% |
| All | +195.6% | -28.0% | +223.6% | +215.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling