+274.8%
ASTS vs DUK
+79.8%
+195.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.1% | +8.8% | +8.7% |
| 7D | +2.8% | -0.6% | +3.4% | +2.8% |
| 30D | -28.8% | +9.4% | -38.3% | -28.2% |
| 3M | -48.9% | +5.4% | -54.3% | -48.6% |
| 6M | -55.6% | +4.9% | -60.5% | -55.4% |
| YTD | -49.6% | +12.7% | -62.3% | -49.1% |
| 1Y | -46.1% | +7.8% | -53.8% | -45.6% |
| 3Y | +749.7% | +63.3% | +686.3% | +746.6% |
| 5Y | +193.2% | +54.2% | +139.0% | +194.9% |
| All | +274.8% | +79.8% | +195.0% | +276.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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