+508.3%
ASTS vs DUOL
+3.5%
+504.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -5.2% | +11.3% | +7.4% |
| 7D | +18.5% | -7.8% | +26.3% | +20.8% |
| 30D | -8.1% | +11.8% | -19.9% | -11.7% |
| 3M | -28.2% | +24.1% | -52.3% | -33.9% |
| 6M | -26.1% | +43.6% | -69.7% | -35.7% |
| YTD | -9.0% | -16.6% | +7.6% | -8.2% |
| 1Y | +62.2% | -46.0% | +108.2% | +83.2% |
| 3Y | +1,621.9% | -6.5% | +1,628.3% | +1,488.4% |
| 5Y | +457.0% | -7.4% | +464.4% | +344.1% |
| All | +508.3% | +3.5% | +504.8% | +365.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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