+537.8%
ASTS vs DT
+151.8%
+385.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.9% |
| 7D | +7.3% | -3.3% | +10.6% | +8.5% |
| 30D | -8.9% | +2.0% | -10.9% | -10.1% |
| 3M | -41.9% | +20.0% | -61.9% | -46.6% |
| 6M | -40.6% | +39.3% | -79.9% | -49.6% |
| YTD | -14.2% | +19.8% | -34.0% | -23.4% |
| 1Y | +48.9% | +4.3% | +44.6% | +41.4% |
| 3Y | +1,461.7% | +7.7% | +1,454.0% | +1,350.9% |
| 5Y | +404.1% | -26.8% | +431.0% | +386.3% |
| All | +537.8% | +151.8% | +385.9% | +472.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling