+230.9%
ASTS vs DRI
+145.4%
+85.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.0% | +8.1% | +7.3% |
| 7D | -21.1% | +2.8% | -23.9% | -21.8% |
| 30D | -46.7% | +13.3% | -59.9% | -48.6% |
| 3M | -52.0% | +8.2% | -60.2% | -53.2% |
| 6M | -54.3% | +17.5% | -71.8% | -56.7% |
| YTD | -55.5% | +26.9% | -82.4% | -58.8% |
| 1Y | -50.5% | +31.6% | -82.0% | -54.7% |
| 3Y | +706.2% | +67.0% | +639.3% | +595.4% |
| 5Y | +165.2% | +72.9% | +92.3% | +123.6% |
| All | +230.9% | +145.4% | +85.5% | +178.0% |
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