+174.0%
ASTS vs DPZ
-27.1%
+201.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.2% | +9.2% | +7.7% |
| 7D | -21.1% | +6.6% | -27.6% | -23.0% |
| 30D | -46.7% | +10.3% | -57.0% | -48.7% |
| 3M | -52.0% | -6.2% | -45.8% | -51.3% |
| 6M | -54.3% | +4.2% | -58.5% | -56.2% |
| YTD | -55.5% | -18.4% | -37.1% | -52.4% |
| 1Y | -50.5% | -14.9% | -35.5% | -48.3% |
| 3Y | +706.2% | -4.6% | +710.9% | +676.6% |
| All | +174.0% | -27.1% | +201.1% | +189.6% |
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