+197.4%
ASTS vs DUOL
+13.5%
+184.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.2% | +4.9% | +6.5% |
| 7D | -21.1% | +21.9% | -43.0% | -25.7% |
| 30D | -46.7% | +5.7% | -52.4% | -47.9% |
| 3M | -52.0% | +30.9% | -82.9% | -56.2% |
| 6M | -54.3% | +52.8% | -107.0% | -61.2% |
| YTD | -55.5% | -8.6% | -46.9% | -56.6% |
| 1Y | -50.5% | -17.2% | -33.3% | -50.2% |
| 3Y | +706.2% | +2.0% | +704.3% | +623.1% |
| 5Y | +165.2% | +4.4% | +160.9% | +104.5% |
| All | +197.4% | +13.5% | +184.0% | +120.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling