+576.8%
ASTS vs DTE
+58.7%
+518.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.9% | +5.2% | +6.0% |
| 7D | +18.5% | +0.9% | +17.6% | +18.4% |
| 30D | -8.1% | -1.9% | -6.2% | -7.9% |
| 3M | -28.2% | -3.3% | -24.9% | -28.0% |
| 6M | -26.1% | -7.1% | -19.0% | -25.5% |
| YTD | -9.0% | +8.1% | -17.1% | -10.2% |
| 1Y | +62.2% | +5.3% | +56.9% | +60.5% |
| 3Y | +1,621.9% | +48.2% | +1,573.7% | +1,535.6% |
| 5Y | +457.0% | +33.2% | +423.8% | +435.2% |
| All | +576.8% | +58.7% | +518.1% | +546.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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