+473.2%
ASTS vs DUOL
+9.2%
+464.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +1.0% |
| 7D | +7.3% | +5.1% | +2.2% | +5.7% |
| 30D | -8.9% | +14.1% | -23.0% | -12.8% |
| 3M | -41.9% | +41.5% | -83.4% | -48.4% |
| 6M | -40.6% | +60.6% | -101.2% | -49.9% |
| YTD | -14.2% | -12.0% | -2.2% | -14.6% |
| 1Y | +48.9% | -43.4% | +92.2% | +66.4% |
| 3Y | +1,461.7% | +3.7% | +1,457.9% | +1,304.3% |
| 5Y | +404.1% | -5.3% | +409.4% | +298.7% |
| All | +473.2% | +9.2% | +464.0% | +333.3% |
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