+209.1%
ASTS vs DT
+112.0%
+97.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -6.6% | -8.6% | -12.7% |
| 7D | -29.9% | -28.3% | -1.5% | -20.5% |
| 30D | -52.2% | -28.4% | -23.7% | -45.8% |
| 3M | -55.8% | -14.1% | -41.8% | -53.8% |
| 6M | -52.7% | +13.2% | -65.9% | -56.4% |
| YTD | -58.4% | +0.8% | -59.3% | -60.6% |
| 1Y | -57.1% | -7.8% | -49.3% | -57.5% |
| 3Y | +629.5% | -8.3% | +637.8% | +615.5% |
| 5Y | +147.7% | -42.7% | +190.5% | +157.1% |
| All | +209.1% | +112.0% | +97.1% | +194.7% |
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