+62.2%
ASTS vs DTE
+4.2%
+58.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -7.8% |
| 3M | -28.2% | -3.3% | -24.9% | -29.1% |
| 6M | -26.1% | -7.1% | -19.0% | -25.3% |
| YTD | -9.0% | +8.1% | -17.1% | -15.1% |
| 1Y | +62.2% | +5.3% | +56.9% | +57.5% |
| All | +62.2% | +4.2% | +58.0% | +57.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling