+537.8%
ASTS vs DTE
+57.3%
+480.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +7.3% | +0.2% | +7.2% | +7.3% |
| 30D | -8.9% | -2.6% | -6.3% | -8.6% |
| 3M | -41.9% | -3.9% | -38.0% | -41.8% |
| 6M | -40.6% | -7.9% | -32.7% | -40.0% |
| YTD | -14.2% | +7.2% | -21.4% | -15.3% |
| 1Y | +48.9% | +3.1% | +45.8% | +47.8% |
| 3Y | +1,461.7% | +47.6% | +1,414.1% | +1,384.5% |
| 5Y | +404.1% | +32.7% | +371.4% | +384.9% |
| All | +537.8% | +57.3% | +480.4% | +509.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling