+277.6%
ASTS vs DT
+113.3%
+164.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +1.2% | +12.9% | +13.6% |
| 7D | +1.5% | -20.2% | +21.8% | +10.3% |
| 30D | -27.6% | -30.8% | +3.1% | -16.7% |
| 3M | -48.7% | -10.2% | -38.5% | -47.2% |
| 6M | -50.8% | +8.0% | -58.9% | -53.7% |
| YTD | -49.2% | +1.5% | -50.7% | -51.9% |
| 1Y | -46.7% | -6.9% | -39.8% | -47.4% |
| 3Y | +793.2% | -10.9% | +804.1% | +786.5% |
| 5Y | +195.6% | -42.2% | +237.8% | +205.9% |
| All | +277.6% | +113.3% | +164.2% | +259.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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