+236.9%
ASTS vs DUOL
+16.1%
+220.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +4.8% | +3.9% | +7.5% |
| 7D | +2.8% | +1.8% | +1.0% | +2.4% |
| 30D | -28.8% | +11.1% | -39.9% | -31.4% |
| 3M | -48.9% | +21.2% | -70.1% | -52.4% |
| 6M | -55.6% | +56.1% | -111.7% | -62.4% |
| YTD | -49.6% | -6.5% | -43.1% | -51.2% |
| 1Y | -46.1% | -15.8% | -30.3% | -46.1% |
| 3Y | +749.7% | -22.4% | +772.1% | +718.3% |
| 5Y | +193.2% | +8.3% | +184.9% | +124.3% |
| All | +236.9% | +16.1% | +220.8% | +147.5% |
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