+715.0%
ASTS vs DUOL
-20.2%
+735.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +5.0% | -10.5% | -6.8% |
| 7D | +0.8% | +3.0% | -2.2% | -0.1% |
| 30D | -22.6% | +18.3% | -40.9% | -26.7% |
| 3M | -54.4% | +14.7% | -69.1% | -56.8% |
| 6M | -56.4% | +57.5% | -113.9% | -63.9% |
| YTD | -55.1% | -5.8% | -49.3% | -55.8% |
| 1Y | -46.9% | -11.4% | -35.6% | -46.4% |
| 3Y | +715.0% | -22.5% | +737.5% | +685.6% |
| All | +715.0% | -20.2% | +735.2% | +685.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling