+230.9%
ASTS vs DT
+110.8%
+120.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.6% | +7.6% | +7.3% |
| 7D | -21.1% | -24.7% | +3.6% | -12.3% |
| 30D | -46.7% | -27.4% | -19.3% | -40.0% |
| 3M | -52.0% | -11.1% | -40.9% | -50.4% |
| 6M | -54.3% | +13.7% | -67.9% | -57.9% |
| YTD | -55.5% | +0.2% | -55.7% | -57.7% |
| 1Y | -50.5% | -5.7% | -44.8% | -51.5% |
| 3Y | +706.2% | -8.1% | +714.4% | +689.9% |
| 5Y | +165.2% | -43.1% | +208.3% | +175.8% |
| All | +230.9% | +110.8% | +120.1% | +216.1% |
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