+1,505.9%
ASTS vs DRI
+53.9%
+1,452.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.6% |
| 7D | +7.3% | +0.6% | +6.8% | +7.1% |
| 30D | -8.9% | +3.8% | -12.7% | -10.7% |
| 3M | -41.9% | +13.0% | -54.9% | -46.8% |
| 6M | -40.6% | +8.3% | -48.9% | -44.3% |
| YTD | -14.2% | +20.6% | -34.8% | -25.7% |
| 1Y | +48.9% | +6.5% | +42.4% | +39.2% |
| All | +1,505.9% | +53.9% | +1,452.1% | +863.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling