-55.3%
ASTS vs DUOL
+43.1%
-98.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | -3.8% | +18.0% | +13.5% |
| 7D | +1.5% | +14.0% | -12.5% | +4.2% |
| 30D | -27.6% | +2.9% | -30.5% | -27.1% |
| 3M | -48.7% | +17.8% | -66.6% | -45.7% |
| All | -55.3% | +43.1% | -98.4% | -45.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling