+160.4%
ASTS vs DPZ
-28.5%
+188.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.5% | -8.1% | -6.3% |
| 7D | +0.8% | +2.2% | -1.4% | +0.1% |
| 30D | -22.6% | +15.5% | -38.1% | -26.7% |
| 3M | -54.4% | -2.0% | -52.4% | -54.4% |
| 6M | -56.4% | +12.1% | -68.6% | -59.4% |
| YTD | -55.1% | -16.6% | -38.5% | -52.4% |
| 1Y | -46.9% | -14.6% | -32.4% | -44.6% |
| 3Y | +715.0% | -4.1% | +719.1% | +686.6% |
| All | +160.4% | -28.5% | +188.9% | +192.0% |
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 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