+209.1%
ASTS vs DPZ
+37.1%
+172.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.3% | -15.5% | -15.3% |
| 7D | -29.9% | +9.5% | -39.4% | -31.5% |
| 30D | -52.2% | +12.8% | -65.0% | -53.6% |
| 3M | -55.8% | -6.2% | -49.6% | -55.3% |
| 6M | -52.7% | +4.3% | -57.0% | -54.0% |
| YTD | -58.4% | -16.6% | -41.8% | -56.8% |
| 1Y | -57.1% | -12.8% | -44.3% | -56.1% |
| 3Y | +629.5% | -0.8% | +630.3% | +619.8% |
| 5Y | +147.7% | -25.8% | +173.5% | +151.7% |
| All | +209.1% | +37.1% | +172.0% | +212.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling