+160.4%
ASTS vs DT
-37.8%
+198.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -5.4% |
| 7D | +0.8% | +3.1% | -2.3% | -0.7% |
| 30D | -22.6% | -29.5% | +6.9% | -7.2% |
| 3M | -54.4% | -11.7% | -42.7% | -52.1% |
| 6M | -56.4% | +29.0% | -85.4% | -63.9% |
| YTD | -55.1% | +3.4% | -58.5% | -59.3% |
| 1Y | -46.9% | -4.2% | -42.7% | -49.1% |
| 3Y | +715.0% | -12.8% | +727.8% | +702.6% |
| All | +160.4% | -37.8% | +198.2% | +192.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling