+239.4%
ASTS vs DUOL
+9.1%
+230.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | -3.8% | +18.0% | +15.0% |
| 7D | +1.5% | +14.0% | -12.5% | -2.9% |
| 30D | -27.6% | +2.9% | -30.5% | -28.9% |
| 3M | -48.7% | +17.8% | -66.6% | -52.0% |
| 6M | -50.8% | +42.8% | -93.7% | -57.4% |
| YTD | -49.2% | -12.1% | -37.1% | -50.1% |
| 1Y | -46.7% | -23.3% | -23.3% | -45.4% |
| 3Y | +793.2% | -24.0% | +817.2% | +764.7% |
| 5Y | +195.6% | +5.1% | +190.5% | +128.6% |
| All | +239.4% | +9.1% | +230.3% | +153.0% |
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