+244.8%
ASTS vs DRI
+147.9%
+96.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.5% | -8.2% | -8.5% |
| 7D | -9.3% | +4.2% | -13.5% | -10.3% |
| 30D | -33.9% | +15.7% | -49.6% | -36.6% |
| 3M | -51.0% | +5.8% | -56.8% | -51.9% |
| 6M | -55.1% | +18.4% | -73.5% | -57.6% |
| YTD | -53.6% | +28.2% | -81.8% | -57.2% |
| 1Y | -51.0% | +35.9% | -86.9% | -55.5% |
| 3Y | +681.7% | +67.7% | +613.9% | +573.5% |
| 5Y | +182.4% | +77.9% | +104.5% | +137.2% |
| All | +244.8% | +147.9% | +96.9% | +189.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling