+62.2%
ASTS vs DUK
+4.2%
+57.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.8% | +5.3% | +6.8% |
| 7D | +18.5% | +0.7% | +17.8% | +19.1% |
| 30D | -8.1% | -2.0% | -6.1% | -9.5% |
| 3M | -28.2% | +0.2% | -28.4% | -27.7% |
| 6M | -26.1% | -6.9% | -19.2% | -30.3% |
| YTD | -9.0% | +6.1% | -15.1% | +0.2% |
| 1Y | +62.2% | +4.4% | +57.7% | +78.9% |
| All | +62.2% | +4.2% | +57.9% | +78.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling