+253.1%
ASTS vs DT
+117.9%
+135.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.5% | -7.3% | -6.4% |
| 7D | +14.2% | +2.7% | +11.5% | +13.1% |
| 30D | -26.7% | -30.4% | +3.7% | -15.9% |
| 3M | -53.6% | -9.4% | -44.2% | -52.3% |
| 6M | -52.7% | +14.5% | -67.2% | -56.5% |
| YTD | -52.5% | +3.6% | -56.1% | -55.4% |
| 1Y | -46.5% | -3.4% | -43.1% | -48.0% |
| 3Y | +700.5% | -11.1% | +711.6% | +695.4% |
| 5Y | +168.5% | -39.5% | +207.9% | +174.5% |
| All | +253.1% | +117.9% | +135.3% | +233.4% |
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