+537.8%
ASTS vs DUK
+67.9%
+469.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.2% |
| 7D | +7.3% | 0.0% | +7.4% | +7.3% |
| 30D | -8.9% | -1.7% | -7.2% | -9.0% |
| 3M | -41.9% | -0.4% | -41.5% | -41.9% |
| 6M | -40.6% | -7.2% | -33.3% | -40.8% |
| YTD | -14.2% | +5.3% | -19.5% | -14.0% |
| 1Y | +48.9% | +3.0% | +45.9% | +49.2% |
| 3Y | +1,461.7% | +53.1% | +1,408.6% | +1,445.0% |
| 5Y | +404.1% | +37.9% | +366.2% | +402.6% |
| All | +537.8% | +67.9% | +469.9% | +535.8% |
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