+244.8%
ASTS vs DTE
+62.2%
+182.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.5% | -9.1% | -8.7% |
| 7D | -9.3% | +3.5% | -12.8% | -9.7% |
| 30D | -33.9% | +9.5% | -43.4% | -34.7% |
| 3M | -51.0% | +2.5% | -53.5% | -51.2% |
| 6M | -55.1% | +0.6% | -55.7% | -55.3% |
| YTD | -53.6% | +10.5% | -64.1% | -54.4% |
| 1Y | -51.0% | +3.3% | -54.3% | -51.3% |
| 3Y | +681.7% | +56.3% | +625.4% | +638.1% |
| 5Y | +182.4% | +44.9% | +137.5% | +170.5% |
| All | +244.8% | +62.2% | +182.7% | +228.2% |
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