+230.9%
ASTS vs DUK
+78.5%
+152.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.8% | +8.8% | +6.9% |
| 7D | -21.1% | +0.3% | -21.4% | -21.0% |
| 30D | -46.7% | +10.6% | -57.3% | -46.2% |
| 3M | -52.0% | +4.0% | -56.0% | -51.8% |
| 6M | -54.3% | +3.6% | -57.8% | -54.0% |
| YTD | -55.5% | +11.9% | -67.4% | -55.1% |
| 1Y | -50.5% | +6.7% | -57.1% | -50.1% |
| 3Y | +706.2% | +59.4% | +646.8% | +703.6% |
| 5Y | +165.2% | +52.4% | +112.9% | +166.5% |
| All | +230.9% | +78.5% | +152.5% | +232.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling