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  • ASTS vs DTE✓SelectedUSD · DTEASTS vs DTE performance historyLatest closeAs of+0.29%09/04
Stock and ETF performance explorer

ASTS vs DTE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+431.2%
DTE return
+33.5%
Excess return
+397.7%
Maximum drawdown
-85.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioDTEExcessAlpha
1D+0.3%-0.7%+1.0%+0.5%
7D+7.3%+0.2%+7.2%+7.3%
30D-8.9%-2.6%-6.3%-8.1%
3M-41.9%-3.9%-38.0%-41.7%
6M-40.6%-7.9%-32.7%-39.3%
YTD-14.2%+7.2%-21.4%-17.1%
1Y+48.9%+3.1%+45.8%+45.8%
3Y+1,461.7%+47.6%+1,414.1%+1,233.5%
All+431.2%+33.5%+397.7%+399.4%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling